Time series regression with long-range dependence (Q1355170)
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scientific article; zbMATH DE number 1011292
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Time series regression with long-range dependence |
scientific article; zbMATH DE number 1011292 |
Statements
Time series regression with long-range dependence (English)
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1 September 1997
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central limit theorem
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time series regression estimates
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generalized least squares
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long-range dependence
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errors
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stochastic regressors
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spectral singularities
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autocorrelation
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Monte Carlo study
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nonlinear least squares
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0.8542448878288269
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0.8423989415168762
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0.8404547572135925
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