Minimum distance estimation in linear models with long-range dependent errors
DOI10.1016/0167-7152(94)00029-8zbMath0806.62071OpenAlexW2011106094MaRDI QIDQ1341366
Publication date: 9 January 1995
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)00029-8
Hermite polynomialslimiting distributionsasymptotic representationsweighted empirical processesgoodness of fit testsHermite ranklong-range dependentmultiple linear regression modelasymptotic uniform quadraticitystationary Gaussian random variablesL2-distance estimators
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
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Cites Work
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