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

zbMATH Open1313.62090MaRDI QIDQ2933263FDOQ2933263

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

Publication date: 10 December 2014

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zbMATH Keywords

asymptotic normalityconsistencylong-range dependenceleast squares estimatorlinear regression random regressor

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited In (6)

• Consistency of quantile estimators in regression models with long-range dependent noise
• Asymptotic normality of the least squares estimate in trigonometric regression with strongly dependent noise
• Asymptotic normality of linear regression parameter estimator in the case of random regressors
• 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
• Asymptotic properties of the estimator of linear regression parameters in the case of weakly dependent regressors

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