Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise

MaRDI QIDQ2933263zbMATH OpenFDO

Authors I. V. Orlovs'kyĭ, O. V. Ivanov

Publication date 10 December 2014

zbMATH Keywords

asymptotic normalityconsistencylong-range dependenceleast squares estimatorlinear regression random regressor

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Recommendations

• Asymptotic normality of linear regression parameter estimator in the case of random regressors
• Asymptotic properties of the estimator of linear regression parameters in the case of weakly dependent regressors
• Consistency of quantile estimators in regression models with long-range dependent noise
• Estimation of the dependence parameter in linear regression with long-range-dependent errors
• Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions

Cited in

(6)

• Estimation of the dependence parameter in linear regression with long-range-dependent errors
• Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence
• Consistency of quantile estimators in regression models with long-range dependent noise
• Asymptotic normality of linear regression parameter estimator in the case of random regressors
• Asymptotic normality of the least squares estimate in trigonometric regression with strongly dependent noise
• Asymptotic properties of the estimator of linear regression parameters in the case of weakly dependent regressors

This page was built for publication: Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2933263)