Asymptotic normality of the Whittle estimator in linear regression models with long memory errors (Q5933673)
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scientific article; zbMATH DE number 1599673
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| English | Asymptotic normality of the Whittle estimator in linear regression models with long memory errors |
scientific article; zbMATH DE number 1599673 |
Statements
Asymptotic normality of the Whittle estimator in linear regression models with long memory errors (English)
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14 August 2001
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moving average long memory errors
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long memory designs
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unbounded spectral density
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0.9429474
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0.9030675
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0.89652896
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0.8907987
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0.88687086
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