Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design
DOI10.1016/J.JSPI.2008.12.011zbMATH Open1162.62062OpenAlexW2072416946MaRDI QIDQ1022005FDOQ1022005
Donatas Surgailis, Hira L. Koul
Publication date: 9 June 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.12.011
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- REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
- Nonparametric regression with heteroscedastic long memory errors
- Asymptotic normality of the Whittle estimator in linear regression models with long memory errors
- Testing a sub-hypothesis in linear regression models with long memory covariates and errors.
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