Asymptotic normality of the Whittle estimator in linear regression models with long memory errors (Q5933673): Difference between revisions

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Latest revision as of 11:17, 30 July 2024

scientific article; zbMATH DE number 1599673
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English
Asymptotic normality of the Whittle estimator in linear regression models with long memory errors
scientific article; zbMATH DE number 1599673

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    Asymptotic normality of the Whittle estimator in linear regression models with long memory errors (English)
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    14 August 2001
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    moving average long memory errors
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    long memory designs
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    unbounded spectral density
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