On the rate of convergence to the normal law for LSE in multivariate continuous regression model with long-range dependence stationary errors.
type: Item
instance of: scholarly article
title: On the rate of convergence to the normal law for LSE in multivariate continuous regression model with long-range dependence stationary errors.
zbMATH Open document ID: 1035.62091
DOI: 10.1016/S0096-3003(03)00145-0
author: Ahmed H. El-Bassiouny
published in: Applied Mathematics and Computation
publication date: 2004-03-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 2056081
zbMATH Keywords: Least squares estimator
zbMATH Keywords: Long-memory errors
zbMATH Keywords: Multivariate continuous regression models
zbMATH Keywords: Hermite polynomials
zbMATH Keywords: Asymptotic normality
zbMATH Keywords: Rate of convergence
zbMATH Keywords: Kolmogorov distance
describes a project that uses: longmemo
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2056081