Asymptotic distributions of least squares estimates of coefficients of linear regressions with nonlinear constraints and strong dependence

zbMATH Open1164.62305MaRDI QIDQ3607397FDOQ3607397

E. M. Moldavs'Ka

Publication date: 28 February 2009

Full work available at URL: http://www.ams.org/tpms/2007-75-00/S0094-9000-08-00719-9/home.html

zbMATH Keywords

coefficients of linear regressions

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Quadratic programming (90C20) Asymptotic distribution theory in statistics (62E20) Parametric inference under constraints (62F30)

Cited In (2)

• Asymptotic distribution of least square estimators for linear models with dependent errors
• Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions

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