Pregled bibliografske jedinice broj: 6389
Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors
Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors // Random operators and stochastic equations, 4 (1996), 1; 17-32 (podatak o recenziji nije dostupan, članak, znanstveni)
CROSBI ID: 6389 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors
Autori
Leonenko, N.N. ; Benšić, Mirta
Izvornik
Random operators and stochastic equations (0926-6364) 4
(1996), 1;
17-32
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
regression model; long-memory Gaussian and non-Gaussian errors
Sažetak
We study some problems of the parameter inference which a in connection with long-memory covariance stationary processes. We present the asymptotic behavior for the variance and the limit distributions of the LSE for the regression coefficients in some cases of long-memory, stationary, Gaussian and non-Gaussian errors.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
165021
Ustanove:
Fakultet elektrotehnike, računarstva i informacijskih tehnologija Osijek
Profili:
Mirta Benšić
(autor)
Citiraj ovu publikaciju:
Uključenost u ostale bibliografske baze podataka::
- Math.Rev.
- Zentralblat
