Semiparametric sieve-type generalized least squares inference (Q5863643)
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scientific article; zbMATH DE number 7536144
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| English | Semiparametric sieve-type generalized least squares inference |
scientific article; zbMATH DE number 7536144 |
Statements
Semiparametric Sieve-Type Generalized Least Squares Inference (English)
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3 June 2022
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autoregressive approximation
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generalized least squares
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linear regression
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long-range dependence
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short-range dependence
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0.7957282662391663
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0.787110447883606
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0.780056893825531
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0.7771109938621521
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0.7634539604187012
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