REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS
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Publication:2886960
DOI10.1017/S0266466607070260zbMath1237.62085OpenAlexW2155716532MaRDI QIDQ2886960
Publication date: 14 May 2012
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466607070260
Applications of statistics to economics (62P20) Multivariate analysis (62H99) Central limit and other weak theorems (60F05) General nonlinear regression (62J02)
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Cites Work
- Asymptotic theory of nonlinear least squares estimation
- Asymptotics for linear processes
- Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums)
- Strong approximation for long memory processes with applications
- Log-periodogram regression of time series with long range dependence
- Second-order regular variation and rates of convergence in extreme-value theory
- The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
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