Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic inference in some heteroscedastic regression models with long memory design and errors |
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Asymptotic inference in some heteroscedastic regression models with long memory design and errors (English)
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12 March 2008
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local whittle estimator
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moving average errors
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model diagnostics
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OLS
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