شماره ركورد كنفرانس :
3140
عنوان مقاله :
Regression O-Martingale Models
عنوان به زبان ديگر :
Regression O-Martingale Models
پديدآورندگان :
Gasparian K.V نويسنده Chair of Probability Theory and Mathematical Statistics- Faculty of Mathematics and Mechanics- Yerevan State University- Yerevan OO25- Armenia
كليدواژه :
Regression models , O-Martingale , LS-estimators
عنوان كنفرانس :
يازدهمين كنفرانس آمار ايران
چكيده لاتين :
The questions relating to a Strong Consistency. Asymptotic Normality, asymptotic behavior of the paths (the Iterated Logarithm Law) for the Least-Squares (LS) estimator of the vector-valued unknown parameter in a multidimensional Linear Regression Model with Option-measurable (O)- Martingale noise are studied. h respect to the filtration F = (F) so given on a complete probability space (2, F, P) doesn’t made any assumptions. Besides, the paths of all considered processes are supposed belonging to the space of functions without second kind of discontinuity (i.e. they have both one-sided finite limits at the each point t > 0).
شماره مدرك كنفرانس :
4219389
