Pages that link to "Item:Q805116"

The following pages link to Asymptotic properties of the LSE in a regression model with long-memory stationary errors (Q805116):

Displaying 50 items.

• Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
• Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
• Asymptotic optimal designs under long-range dependence error structure (Q605883) (← links)
• On spline regression under Gaussian subordination with long memory (Q618157) (← links)
• An I(\(d\)) model with trend and cycles (Q737963) (← links)
• Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors (Q745288) (← 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)
• Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design (Q1022005) (← links)
• On estimation of a regression model with long-memory stationary errors (Q1113248) (← 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)
• Minimum distance estimation in linear models with long-range dependent errors (Q1341366) (← links)
• Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice (Q1347128) (← links)
• Time series regression with long-range dependence (Q1355170) (← links)
• The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (Q1359733) (← links)
• Nonparametric regression with long-memory errors (Q1380570) (← links)
• Asymptotic inference for LSE in multivariate continuous regression models with long-memory random fields. (Q1428417) (← 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)
• Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
• Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors (Q1605861) (← links)
• Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs (Q1768124) (← links)
• Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions (Q1768125) (← links)
• Testing for structural change in a long-memory environment (Q1906291) (← links)
• Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra (Q1951702) (← links)
• Modified LASSO estimators for time series regression models with dependent disturbances (Q2220306) (← links)
• Lasso with long memory regression errors (Q2250693) (← links)
• On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← 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)
• A nonparametric regression cross spectrum for multivariate time series (Q2482624) (← 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)
• NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE (Q2933187) (← links)
• SEMI‐PARAMETRIC ANALYSIS OF COVARIANCE UNDER DEPENDENCE CONDITIONS WITHIN EACH GROUP (Q3530173) (← links)
• The asymptotic behaviour of a class of<i>L</i>-estimators under long-range dependence (Q4267414) (← links)
• (Q4694369) (← links)
• A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS (Q4881703) (← links)
• Estimation of slowly time-varying trend function in long memory regression models (Q4960653) (← links)
• Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
• Estimating the Mean Direction of Strongly Dependent Circular Time Series (Q5111842) (← links)
• Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory (Q5226144) (← links)
• Estimation of harmonic component in regression with cyclically dependent errors (Q5263974) (← links)
• Semiparametric Sieve-Type Generalized Least Squares Inference (Q5863643) (← links)
• Statistical advances in environmental science (Q5926349) (← links)
• Finite sample efficiency of OLS in linear regression models with long-memory disturbances (Q5941374) (← links)