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
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author A. V. Ivanov
I. V. Orlovsky
author_facet A. V. Ivanov
I. V. Orlovsky
author_sort A. V. Ivanov
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institution Library portal of National Academy of Sciences of Ukraine | LibNAS
language English
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publishDate 2014
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series Theory of Stochastic Processes
spelling open-sciencenbuvgovua-777342024-04-16T17:44:46Z Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise A. V. Ivanov I. V. Orlovsky 0321-3900 2014 en Theory of Stochastic Processes http://jnas.nbuv.gov.ua/article/UJRN-0000728821 Article
spellingShingle Theory of Stochastic Processes
A. V. Ivanov
I. V. Orlovsky
Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise
title Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise
title_full Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise
title_fullStr Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise
title_full_unstemmed Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise
title_short Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise
title_sort asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise
url http://jnas.nbuv.gov.ua/article/UJRN-0000728821
work_keys_str_mv AT avivanov asymptoticpropertiesoflinearregressionparameterestimatorinthecaseoflongrangedependentregressorsandnoise
AT ivorlovsky asymptoticpropertiesoflinearregressionparameterestimatorinthecaseoflongrangedependentregressorsandnoise