Efficient location and regression estimation for long range dependent regression models (Q1906200): Difference between revisions
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| Property / DOI: 10.1214/aos/1176324635 / rank | |||
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| Property / author: Rainer Dahlhaus / rank | |||
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Latest revision as of 12:34, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient location and regression estimation for long range dependent regression models |
scientific article |
Statements
Efficient location and regression estimation for long range dependent regression models (English)
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8 February 1996
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weighted least squares estimator
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mean
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regression parameters
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Gaussian long range dependent regression models
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polynomial regression
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self-similarity parameter
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fully efficient estimator
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efficient weighted \(M\)-estimators
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