Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions (Q1768125)
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English | Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions |
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Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions (English)
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14 March 2005
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asymptotic efficiency
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least absolute deviation estimation
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least squares estimation
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long-range dependence
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equality and inequality constraints
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