Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design
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Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05) Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Recommendations
- Testing a sub-hypothesis in linear regression models with long memory covariates and errors.
- Asymptotic normality of the Whittle estimator in linear regression models with long memory errors
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors
- Minimum distance lack-of-fit tests under long memory errors
- Regression model fitting with long memory errors
Cites work
- A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
- Asymptotic normality of the Whittle estimator in linear regression models with long memory errors
- Asymptotic properties of the LSE in a regression model with long-memory stationary errors
- scientific article; zbMATH DE number 1715060 (Why is no real title available?)
- scientific article; zbMATH DE number 3814037 (Why is no real title available?)
- scientific article; zbMATH DE number 1944308 (Why is no real title available?)
- scientific article; zbMATH DE number 1862451 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 3271181 (Why is no real title available?)
- scientific article; zbMATH DE number 3081880 (Why is no real title available?)
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Long memory processes and fractional integration in econometrics
- Nonparametric regression with heteroscedastic long memory errors
- Nonparametric smoothing and lack-of-fit tests
- REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
- Testing a sub-hypothesis in linear regression models with long memory covariates and errors.
- The asymptotic theory of linear time-series models
- Time series regression with long-range dependence
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