Pregled bibliografske jedinice broj: 6390
On estimation of regression coefficients of long memory random fields observed on the arrays
On estimation of regression coefficients of long memory random fields observed on the arrays // Random operators and stochastic equations, 5 (1997), 3; 237-252 (podatak o recenziji nije dostupan, članak, znanstveni)
CROSBI ID: 6390 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
On estimation of regression coefficients of long memory random fields observed on the arrays
Autori
Leonenko, N.N. ; Benšić, Mirta
Izvornik
Random operators and stochastic equations (0926-6364) 5
(1997), 3;
237-252
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
regression; LSE; long memory; random field; non-Gaussian distributions
Sažetak
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.
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
