Testing a sub-hypothesis in linear regression models with long memory covariates and errors.
type: Item
instance of: scholarly article
title: Testing a sub-hypothesis in linear regression models with long memory covariates and errors.
zbMATH Open document ID: 1198.62099
published in: Applications of Mathematics
publication date: 2009-08-17T00:00:00Z
full work available at URL: https://eudml.org/doc/37781
full work available at URL: http://hdl.handle.net/10338.dmlcz/140318
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 5595902
zbMATH Keywords: moving averages
zbMATH Keywords: linear regression
zbMATH Keywords: Whittle quadratic forms
author: Hira L. Koul
author: Donatas Surgailis
MaRDI profile type: Publication
OpenAlex ID: W2088995703
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cites work: Long-Term Memory in Stock Market Prices
DOI: 10.1007/S10492-008-0007-Z
description: scientific article; zbMATH DE number 5595902