Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors
DOI10.1515/ROSE.1996.4.1.17zbMATH Open0849.62049OpenAlexW2020572090MaRDI QIDQ4884653FDOQ4884653
Authors: M. Šilac-Benšić, Nikolai N. Leonenko 
Publication date: 6 November 1996
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.1996.4.1.17
Recommendations
- Asymptotic properties of the LSE in a regression model with long-memory stationary errors
- scientific article; zbMATH DE number 1022889
- Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors
- Asymptotic inference for LSE in multivariate continuous regression models with long-memory random fields.
- On estimation of a regression model with long-memory stationary errors
least squares estimatesGaussian errorsnon-Gaussian errorslong-memory covariance stationary processes
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09)
Cited In (17)
- Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors
- Title not available (Why is that?)
- Local asymptotic normality for regression models with long-memory disturbance
- Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
- On the rate of convergence to the normal law for LSE in multivariate continuous regression model with long-range dependence stationary errors.
- Asymptotic inference for LSE in multivariate continuous regression models with long-memory random fields.
- Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere
- On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields
- Non-Gaussian scenarios for the heat equation with singular initial conditions
- Asymptotic properties of the LSE in a regression model with long-memory stationary errors
- Asymptotic distribution of the bias corrected least squares estimators in measurement error linear regression models under long memory
- On estimation of a regression model with long-memory stationary errors
- Asymptotic behaviour of the LS estimator in a nonlinear model with long memory
- On spline regression under Gaussian subordination with long memory
- Long-Memory Errors in Time Series Regressions with a Unit Root
- Least squares estimators for nearly unstable processes for functionals of long-memory noises
- Title not available (Why is that?)
This page was built for publication: Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4884653)
