engleski

On estimation of regression coefficients of long memory random fields observed on the arrays

We study some problems of the parameter inference which are in connection with long memory homogeneous and isotropic random fields. We present the asymptotic behaviour for the correlation matrix and the limit distributions of the LSE for regression coefficients in some regression models with long memory Gaussian and non-Gaussian errors.

regression; LSE; long memory; random field; non-Gaussian distributions

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