Asymptotic behaviour of the LS estimator in a nonlinear model with long memory

DOI10.1016/j.jkss.2010.09.004zbMath1296.62139OpenAlexW2012654394MaRDI QIDQ458114

Gabriela Ciuperca

Publication date: 30 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2010.09.004

zbMATH Keywords

nonlinear modelasymptotic propertieslong memoryleast squares estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) General nonlinear regression (62J02)

Related Items (2)

Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors ⋮ Local linear estimation for regression models with locally stationary long memory errors

Uses Software

• longmemo

Cites Work

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