Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors
type: Item
instance of: scholarly article
title: Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors
zbMATH Open document ID: 0849.62049
author: M. Šilac-Benšić
author: Nikolai N. Leonenko
published in: Random Operators and Stochastic Equations
publication date: 1996-11-06T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 897289
zbMATH Keywords: Gaussian errors
zbMATH Keywords: long-memory covariance stationary processes
zbMATH Keywords: least squares estimates
zbMATH Keywords: non-Gaussian errors
MaRDI profile type: MaRDI publication profile
full work available at URL: rose.1996.4.1.17
OpenAlex ID: W2020572090
DOI: 10.1515/ROSE.1996.4.1.17
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description: scientific article; zbMATH DE number 897289