Strong Law of Large Numbers with Operator Normalizations for Martingales and Sums of Orthogonal Random Vectors
We establish the strong law of large numbers with operator normalizations for vector martingales and sums of orthogonal random vectors. We describe its applications to the investigation of the strong consistency of least-squares estimators in a linear regression and the asymptotic behavior of multid...
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| Date: | 2000 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2000
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4508 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |