Regression O-Martingale Models

Regression O-Martingale Models

The questions relating to a Strong Consistency. Asymptotic Normality, asymptotic behavior of the paths (the Iterated Logarithm Law) for the Least-Squares (LS) estimator of the vector-valued unknown parameter in a multidimensional Linear Regression Model with Option-measurable (O)- Martingale noise are studied. h respect to the filtration F = (F) so given on a complete probability space (2, F, P) doesn’t made any assumptions. Besides, the paths of all considered processes are supposed belonging to the space of functions without second kind of discontinuity (i.e. they have both one-sided finite limits at the each point t > 0).