no. 1
On Regression Models with Non-Square Integrable Martingale-Like Errors
Publications de l'Institut de recherche mathématiques de Rennes, no. 1 (1987), pp. 97-107. 
@article{PSMIR_1987___1_97_0,
     author = {Mel'nikov, A. V.},
     title = {On {Regression} {Models} with {Non-Square} {Integrable} {Martingale-Like} {Errors}},
     journal = {Publications de l'Institut de recherche math\'ematiques de Rennes},
     pages = {97--107},
     publisher = {D\'epartement de Math\'ematiques et Informatique, Universit\'e de Rennes},
     number = {1},
     year = {1987},
     zbl = {0709.62077},
     language = {en},
     url = {http://www.numdam.org/item/PSMIR_1987___1_97_0/}
}
TY  - JOUR
AU  - Mel'nikov, A. V.
TI  - On Regression Models with Non-Square Integrable Martingale-Like Errors
JO  - Publications de l'Institut de recherche mathématiques de Rennes
PY  - 1987
SP  - 97
EP  - 107
IS  - 1
PB  - Département de Mathématiques et Informatique, Université de Rennes
UR  - http://www.numdam.org/item/PSMIR_1987___1_97_0/
LA  - en
ID  - PSMIR_1987___1_97_0
ER  - 
%0 Journal Article
%A Mel'nikov, A. V.
%T On Regression Models with Non-Square Integrable Martingale-Like Errors
%J Publications de l'Institut de recherche mathématiques de Rennes
%D 1987
%P 97-107
%N 1
%I Département de Mathématiques et Informatique, Université de Rennes
%U http://www.numdam.org/item/PSMIR_1987___1_97_0/
%G en
%F PSMIR_1987___1_97_0
Mel'nikov, A. V. On Regression Models with Non-Square Integrable Martingale-Like Errors. Publications de l'Institut de recherche mathématiques de Rennes, no. 1 (1987), pp. 97-107. http://www.numdam.org/item/PSMIR_1987___1_97_0/

1. A.V. Mel'Nikov, On a large numbers law for multidimensional local martingales, IV International Vilnius Conference on Probab. and Math. Stat., Summary of papers, Vilnius, 1985.

2. R. Sh. Liptser, A. N. Shiryaev, Theory of martingales, Moscow, Nauka, 1986. | MR

3. A.V. Mel'Nikov, The law of large numbers for multidimensional martingales, Soviet Math. Dokl., V. 33 (1986), N° 1, p. 131-135. | MR | Zbl

4. A.V. Mel'Nikov, A. A. Novikov, On sequential inferences with guaranted accuracy for semimartingales, Theory Probab. and Appl., XXXIII, 3 (1988). | MR | Zbl

5. A. A. Novikov, On discontinuous martingales, Theory Probab. and Appl., XX, 1,1975, p. 13-28. | MR | Zbl

6. A. A. Novikov, Consistency of LS-estimates in regression models with martingale errors, In Statistics and Control of Stochastic Processes, Optimization software, Springer-Verlag, Berlin and etc, 1985. | MR | Zbl

7. A. Lebreton, M. Musiela, Strong consistency of LS-estimates in linear regression models driven by semimartingales, J. Multiv. Anal.,1987, 23, 1, p. 77-92. | MR | Zbl

8. A. V. Mel'Nikov, On Strong consistency of LS-estimates in regression models with depending errors, Proceedings of IV European Young Statisticians Meeting, Pliska, Sofia, 1988.