Preliminary Test Estimation for Regression Models with Long-Memory Disturbance (Q3645038)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preliminary Test Estimation for Regression Models with Long-Memory Disturbance |
scientific article |
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Preliminary Test Estimation for Regression Models with Long-Memory Disturbance (English)
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16 November 2009
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fractional spectral density
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LAN theorem
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long-memory process
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preliminary test estimator
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restricted MLE
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time regression model
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unrestricted MLE
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