Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions (Q1768125)
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scientific article; zbMATH DE number 2145352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions |
scientific article; zbMATH DE number 2145352 |
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Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions (English)
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14 March 2005
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asymptotic efficiency
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least absolute deviation estimation
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least squares estimation
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long-range dependence
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equality and inequality constraints
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0.9322653
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0.92047393
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0.9158881
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0.8972849
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