Convergence of some quadratic forms used in regression analysis

MaRDI QIDQ3380117zbMATH OpenFDO

Authors Kairat T. Mynbaev, G. S. Darkenbayeva

Publication date 27 September 2021

zbMATH Keywords

convergence in distribution of quadratic formsquadratic formsslowly varying regressorunit root

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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