no. 1
On Regression Models with Non-Square Integrable Martingale-Like Errors
Publications de l'Institut de recherche mathématiques de Rennes, Probabilités, 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},
     year = {1987},
     publisher = {D\'epartement de Math\'ematiques et Informatique, Universit\'e de Rennes},
     number = {1},
     zbl = {0709.62077},
     language = {en},
     url = {https://www.numdam.org/item/PSMIR_1987___1_97_0/}
}
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Mel'nikov, A. V. On Regression Models with Non-Square Integrable Martingale-Like Errors. Publications de l'Institut de recherche mathématiques de Rennes, Probabilités, no. 1 (1987), pp. 97-107. https://www.numdam.org/item/PSMIR_1987___1_97_0/

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