Regression estimation with locally stationary long-memory errors

DOI10.1016/J.JMVA.2012.11.011MaRDI QIDQ391509zbMATH OpenOpenAlexFDO

Authors Wilfredo Palma, Guillermo Ferreira

Publication date 10 January 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2012.11.011

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(2)

• Asymptotics of partial sums of linear processes with changing memory parameter
• scientific article; zbMATH DE number 1944318 (Why is no real title available?)

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