Regression estimation with locally stationary long-memory errors

DOI10.1016/J.JMVA.2012.11.011zbMath1278.62149OpenAlexW1968845492MaRDI QIDQ391509

Wilfredo Palma, Guillermo P. Ferreira

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.11.011

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (1)

Asymptotics of partial sums of linear processes with changing memory parameter

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