Minimum distance estimation in linear models with long-range dependent errors (Q1341366)
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scientific article; zbMATH DE number 706909
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum distance estimation in linear models with long-range dependent errors |
scientific article; zbMATH DE number 706909 |
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Minimum distance estimation in linear models with long-range dependent errors (English)
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9 January 1995
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asymptotic uniform quadraticity
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Hermite polynomials
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L2-distance estimators
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asymptotic representations
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weighted empirical processes
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multiple linear regression model
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stationary Gaussian random variables
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long-range dependent
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limiting distributions
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Hermite rank
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goodness of fit tests
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0.9357316
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0.93292993
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0.92758155
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0.9187402
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