Strong Law of Large Numbers with Operator Normalizations for Martingales and Sums of Orthogonal Random Vectors

  • V. V. Buldygin Нац. техн. ун-т Украины „КПИ”, Киев
  • V. A. Koval

Abstract

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 multidimensional autoregression processes.
Published
25.08.2000
How to Cite
BuldyginV. V., and KovalV. A. “Strong Law of Large Numbers With Operator Normalizations for Martingales and Sums of Orthogonal Random Vectors”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 52, no. 8, Aug. 2000, pp. 1045-61, https://umj.imath.kiev.ua/index.php/umj/article/view/4508.
Section
Research articles