On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields

DOI10.1016/S0167-7152(99)00194-7zbMath0949.62078WikidataQ126408656 ScholiaQ126408656MaRDI QIDQ1573636

Michail M. Sharapov, Ahmed H. El-Bassiouny, Nikolai N. Leonenko

Publication date: 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

rate of convergencelinear regressionlong memory errors

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (3)

On the rate of convergence to the normal law for LSE in multivariate continuous regression model with long-range dependence stationary errors. ⋮ Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere ⋮ Semiparametric analysis of long-range dependence in nonlinear regression

Uses Software

• longmemo

Cites Work

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