scholarly journals Strong consistency of least squares estimates in linear regression models driven by semimartingales

1987 ◽  
Vol 23 (1) ◽  
pp. 77-92 ◽  
Author(s):  
A. Le Breton ◽  
M. Musiela
2002 ◽  
Vol 53 (3-4) ◽  
pp. 261-264 ◽  
Author(s):  
Anindya Roy ◽  
Thomas I. Seidman

We derive a property of real sequences which can be used to provide a natural sufficient condition for the consistency of the least squares estimators of slope and intercept for a simple linear regression models.


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