Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors (Q4884653)
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scientific article; zbMATH DE number 897289
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| English | Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors |
scientific article; zbMATH DE number 897289 |
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Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors (English)
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6 November 1996
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Gaussian errors
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long-memory covariance stationary processes
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least squares estimates
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non-Gaussian errors
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0.9104939103126526
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0.8989084362983704
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0.8653091788291931
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0.8540183901786804
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