Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design (Q1022005): Difference between revisions

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+Long memory processes and fractional integration in econometrics
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
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+REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
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+Asymptotic normality of the Whittle estimator in linear regression models with long memory errors
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+Testing a sub-hypothesis in linear regression models with long memory covariates and errors.
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+Time series regression with long-range dependence
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+Asymptotic properties of the LSE in a regression model with long-memory stationary errors
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