Asymptotic normality of the Whittle estimator in linear regression models with long memory errors (Q5933673)
From MaRDI portal
scientific article; zbMATH DE number 1599673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of the Whittle estimator in linear regression models with long memory errors |
scientific article; zbMATH DE number 1599673 |
Statements
Asymptotic normality of the Whittle estimator in linear regression models with long memory errors (English)
0 references
14 August 2001
0 references
moving average long memory errors
0 references
long memory designs
0 references
unbounded spectral density
0 references
