Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise

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Bibliographic Details
Date:2014
Main Authors: A. V. Ivanov, I. V. Orlovsky
Format: Article
Language:English
Published: 2014
Series:Theory of Stochastic Processes
Online Access:http://jnas.nbuv.gov.ua/article/UJRN-0000728821
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Journal Title:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS