Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors (Q4884653)
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scientific article; zbMATH DE number 897289
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors |
scientific article; zbMATH DE number 897289 |
Statements
Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors (English)
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6 November 1996
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Gaussian errors
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long-memory covariance stationary processes
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least squares estimates
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non-Gaussian errors
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