Pages that link to "Item:Q1113248"

The following pages link to On estimation of a regression model with long-memory stationary errors (Q1113248):

Displaying 50 items.

• Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
• Inference on power law spatial trends (Q418245) (← links)
• Asymptotic optimal designs under long-range dependence error structure (Q605883) (← links)
• On spline regression under Gaussian subordination with long memory (Q618157) (← links)
• Some results on random design regression with long memory errors and predictors (Q710817) (← links)
• An I(\(d\)) model with trend and cycles (Q737963) (← links)
• Asymptotic properties of the LSE in a regression model with long-memory stationary errors (Q805116) (← links)
• Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063) (← links)
• Confidence intervals for long memory regressions (Q947197) (← links)
• Data analysis using regression models with missing observations and long-memory: an application study (Q959290) (← links)
• Fractionally integrated generalized autoregressive conditional heteroskedasticity (Q1126491) (← links)
• M-estimators in linear models with long range dependent errors (Q1198999) (← links)
• On preliminary test and shrinkage estimation in linear models with long-memory errors (Q1299367) (← links)
• Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
• Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors (Q1326344) (← links)
• Asymptotic normality of the discrete Fourier transform of long memory time series (Q1341361) (← links)
• Minimum distance estimation in linear models with long-range dependent errors (Q1341366) (← links)
• Time series regression with long-range dependence (Q1355170) (← links)
• Sample autocorrelations of nonstationary fractionally integrated series (Q1370193) (← links)
• Note on convergence rates of semiparametric estimators of dependence index (Q1372856) (← links)
• Nonparametric regression with long-memory errors (Q1380570) (← links)
• Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere (Q1433796) (← links)
• On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields (Q1573636) (← links)
• Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions (Q1768125) (← links)
• Efficient location and regression estimation for long range dependent regression models (Q1906200) (← links)
• Testing for structural change in a long-memory environment (Q1906291) (← links)
• Long memory processes and fractional integration in econometrics (Q1922357) (← links)
• Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra (Q1951702) (← links)
• Estimation of the dependence parameter in linear regression with long-range-dependent errors (Q1965876) (← links)
• Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process (Q2173213) (← links)
• On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
• Change-in-mean tests in long-memory time series: a review of recent developments (Q2324321) (← links)
• Empirical process of residuals for regression models with long memory errors (Q2452780) (← links)
• Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069) (← links)
• Semiparametric analysis of long-range dependence in nonlinear regression (Q2480026) (← links)
• Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions (Q2491852) (← links)
• Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420) (← links)
• Moment estimator for an AR(1) model driven by a long memory Gaussian noise (Q2676893) (← links)
• \(S\)-estimation in the linear regression model with long-memory error terms under trend (Q2740040) (← links)
• Spectral regression for cointegrated time series with long-memory innovations (Q2740045) (← links)
• Robust estimation in parametric time series models under long- and short-range-dependent structures (Q2810370) (← links)
• A CENTRAL LIMIT THEOREM OF FOURIER TRANSFORMS OF STRONGLY DEPENDENT STATIONARY PROCESSES (Q3034606) (← links)
• TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION (Q3141186) (← links)
• Impact of the periodicity and trend on the FD parameter estimation (Q3432731) (← links)
• Testing for climate warming in Sweden during 1850–1999, using wavelets analysis (Q3532676) (← links)
• Fractional cointegration in the presence of linear trends (Q3552866) (← links)
• Tests for Trend: A Simulation Study (Q3577182) (← links)
• Preliminary Test Estimation for Regression Models with Long-Memory Disturbance (Q3645038) (← links)
• ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE (Q3777276) (← links)
• The asymptotic behaviour of a class of<i>L</i>-estimators under long-range dependence (Q4267414) (← links)