About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression

A law of iterated logarithm and a large deviation type result are established for multidimensional Gaussian martingales. An application to the asymptotic study of estimates in a normal regression model is discussed.

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Year of publication:	1991
Authors:	Darwich, A. R. ; Le Breton, A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 12.1991, 4, p. 317-321
Publisher:	Elsevier
Keywords:	Gaussian martingale iterated logarithm large deviation normal linear regression

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223572