Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise (Q2933263)
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scientific article; zbMATH DE number 6379260
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| English | Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise |
scientific article; zbMATH DE number 6379260 |
Statements
10 December 2014
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consistency
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asymptotic normality
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least squares estimator
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linear regression random regressor
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long-range dependence
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0.9292601346969604
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0.8965215086936951
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0.8615491390228271
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0.8553568124771118
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