Efficient location and regression estimation for long range dependent regression models
type: Item
instance of: scholarly article
title: Efficient location and regression estimation for long range dependent regression models
zbMATH Open document ID: 0838.62084
published in: The Annals of Statistics
publication date: 1996-02-08T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60F99
zbMATH DE Number: 843005
zbMATH Keywords: weighted least squares estimator
zbMATH Keywords: mean
zbMATH Keywords: regression parameters
zbMATH Keywords: Gaussian long range dependent regression models
zbMATH Keywords: polynomial regression
zbMATH Keywords: self-similarity parameter
zbMATH Keywords: fully efficient estimator
zbMATH Keywords: efficient weighted \(M\)-estimators
author: R. Dahlhaus
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176324635
OpenAlex ID: W2093795656
DOI: 10.1214/AOS/1176324635
description: scientific article; zbMATH DE number 843005