Asymptotic properties of the LSE in a regression model with long-memory stationary errors (Q805116): Difference between revisions
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Revision as of 09:39, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of the LSE in a regression model with long-memory stationary errors |
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Asymptotic properties of the LSE in a regression model with long-memory stationary errors (English)
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1991
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asymptotic efficiency
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least squares estimators
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long-memory stationary errors
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best linear unbiased estimator
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higher-order cumulants
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white- noise process
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