Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory

DOI10.1111/jtsa.12451zbMath1421.62123OpenAlexW2915254773MaRDI QIDQ5226144

Donatas Surgailis, Hira L. Koul

Publication date: 30 July 2019

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12451

zbMATH Keywords

Gaussian distributionnon-Gaussian distributionWiener-Itô integrals

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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