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