Asymptotic distribution of least square estimators for linear models with dependent errors
DOI10.1080/02331888.2019.1593987zbMath1419.62165arXiv1806.05287OpenAlexW3104622180WikidataQ128190781 ScholiaQ128190781MaRDI QIDQ5384673
Publication date: 24 June 2019
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.05287
asymptotic normalitystationary processstatistical testslinear regression modelspectral density estimates
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05)
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Cites Work
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