Optimization in constrained regression models with long-range dependence
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Cites work
- Approximate Representation of Estimators in Constrained Regression Problems
- Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
- Asymptotic distributions of least squares estimates of coefficients of linear regressions with nonlinear constraints and strong dependence
- Asymptotic properties of the LSE in a regression model with long-memory stationary errors
- Asymptotic theory of nonlinear regression with long-range dependence
- Asymptotics of least-squares estimators for constrained nonlinear regression
- Contrasts under long-range correlations
- Convergence of integrated processes of arbitrary Hermite rank
- Efficient location and regression estimation for long range dependent regression models
- Estimation of the parameters of linear time series models subject to nonlinear restrictions
- scientific article; zbMATH DE number 1738344 (Why is no real title available?)
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- Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
- Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
- Non-central limit theorems for non-linear functional of Gaussian fields
- Regression analysis under a priori parameter restrictions
- Semiparametric analysis of long-range dependence in nonlinear regression
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