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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On the rate of convergence to the normal law for LSE in multivariate continuous regression model with long-range dependence stationary errors.
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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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