On the rate of convergence to the normal law for LSE in multivariate continuous regression model with long-range dependence stationary errors.

DOI10.1016/S0096-3003(03)00145-0MaRDI QIDQ1427872zbMATH OpenFDO

Authors Ahmed H. El-Bassiouny

Publication date 14 March 2004

Published in Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

Hermite polynomialsKolmogorov distanceAsymptotic normalityLeast squares estimatorRate of convergenceLong-memory errorsMultivariate continuous regression models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 1284881 (Why is no real title available?)
• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• scientific article; zbMATH DE number 1409845 (Why is no real title available?)
• scientific article; zbMATH DE number 2217295 (Why is no real title available?)
• Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere
• Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors
• Exact parabolic asymptotics for singular n-D Burgers' random fields: Gaussian approximation
• Long memory processes and fractional integration in econometrics
• On estimation of regression coefficients of long memory random fields observed on the arrays
• On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields

Cited in

(3)

• scientific article; zbMATH DE number 2217295 (Why is no real title available?)
• Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors
• Asymptotic inference for LSE in multivariate continuous regression models with long-memory random fields.

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• longmemo

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