Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions (Q1768125)

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scientific article; zbMATH DE number 2145352
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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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