On the rate of convergence to the normal law for LSE in multivariate continuous regression model with long-range dependence stationary errors. (Q1427872)
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scientific article; zbMATH DE number 2056081
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| English | On the rate of convergence to the normal law for LSE in multivariate continuous regression model with long-range dependence stationary errors. |
scientific article; zbMATH DE number 2056081 |
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On the rate of convergence to the normal law for LSE in multivariate continuous regression model with long-range dependence stationary errors. (English)
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14 March 2004
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Least squares estimator
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Long-memory errors
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Multivariate continuous regression models
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Hermite polynomials
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Asymptotic normality
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Rate of convergence
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Kolmogorov distance
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0.8821333646774292
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0.8541895747184753
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0.8306876420974731
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