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

MaRDI QIDQ3607397zbMATHFDO

Authors 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)

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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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