Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors (Q1605861)
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scientific article; zbMATH DE number 1772399
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors |
scientific article; zbMATH DE number 1772399 |
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Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors (English)
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28 July 2002
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least squares estimators
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long memory errors
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multivariate regression
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Hermite polynomials
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multiple Wiener Ito integrals
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0.96665955
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0.9571503
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0.91530025
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0.9117583
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