Asymptotic properties of the LSE in a regression model with long-memory stationary errors
From MaRDI portal
(Redirected from Publication:805116)
Recommendations
- Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors
- Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors
- Asymptotic theory for certain regression models with long memory errors
- On estimation of a regression model with long-memory stationary errors
- Asymptotic behaviour of the LS estimator in a nonlinear model with long memory
Cited in
(61)- Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design
- On estimation of a regression model with long-memory stationary errors
- M-estimators in linear models with long range dependent errors
- On preliminary test and shrinkage estimation in linear models with long-memory errors
- Semiparametric regression under long-range dependent errors.
- Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
- Minimum distance estimation in linear models with long-range dependent errors
- Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice
- Time series regression with long-range dependence
- The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence
- Nonparametric regression with long-memory 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
- Local asymptotic normality for regression models with long-memory disturbance
- Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors
- Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs
- Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions
- Testing for structural change in a long-memory environment
- Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
- Modified LASSO estimators for time series regression models with dependent disturbances
- Lasso with long memory regression errors
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors
- Semiparametric analysis of long-range dependence in nonlinear regression
- A nonparametric regression cross spectrum for multivariate time series
- Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
- Efficiency improvements in inference on stationary and nonstationary fractional time series
- Moment estimator for an AR(1) model driven by a long memory Gaussian noise
- Estimation of inverse autocovariance matrices for long memory processes
- Non-parametric estimation under strong dependence
- SEMI‐PARAMETRIC ANALYSIS OF COVARIANCE UNDER DEPENDENCE CONDITIONS WITHIN EACH GROUP
- The asymptotic behaviour of a class ofL-estimators under long-range dependence
- scientific article; zbMATH DE number 1022889 (Why is no real title available?)
- Asymptotic theory for certain regression models with long memory errors
- Asymptotic behaviour of the LS estimator in a nonlinear model with long memory
- scientific article; zbMATH DE number 218722 (Why is no real title available?)
- THIRD ORDER ASYMPTOTIC PROPERTIES OF BLUE AND LSE FOR A REGRESSION MODEL WITH ARMA RESIDUAL
- A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS
- Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors
- Least squares estimators for nearly unstable processes for functionals of long-memory noises
- Estimation of slowly time-varying trend function in long memory regression models
- Testing for the expected number of exceedances in strongly dependent seasonal time series
- Estimating the mean direction of strongly dependent circular time series
- Asymptotic distribution of the bias corrected least squares estimators in measurement error linear regression models under long memory
- Estimation of harmonic component in regression with cyclically dependent errors
- Semiparametric sieve-type generalized least squares inference
- Statistical advances in environmental science
- Finite sample efficiency of OLS in linear regression models with long-memory disturbances
- Asymptotic optimal designs under long-range dependence error structure
- On spline regression under Gaussian subordination with long memory
- Modelling cycles in climate series: the fractional sinusoidal waveform process
- Conditional sum of squares estimation of \(k\)-factor GARMA models
- Double iterative learning-based polynomial based-RBFNNs driven by the aid of support vector-based kernel fuzzy clustering and least absolute shrinkage deviations
- Optimization in constrained regression models with long-range dependence
- Resampling method for generalized one-per-stratum sampling designs
- Threshold estimation under strong dependence
- An I(d) model with trend and cycles
- Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors
- Confidence intervals for long memory regressions
- Data analysis using regression models with missing observations and long-memory: an application study
This page was built for publication: Asymptotic properties of the LSE in a regression model with long-memory stationary errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q805116)