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

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Datum:2014
Hauptverfasser: A. V. Ivanov, I. V. Orlovsky
Format: Artikel
Sprache:English
Veröffentlicht: 2014
Schriftenreihe:Theory of Stochastic Processes
Online Zugang:http://jnas.nbuv.gov.ua/article/UJRN-0000728821
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Library portal of National Academy of Sciences of Ukraine | LibNAS
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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
institution Library portal of National Academy of Sciences of Ukraine | LibNAS
collection Open-Science
language English
series Theory of Stochastic Processes
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
format Article
author A. V. Ivanov
I. V. Orlovsky
author_facet A. V. Ivanov
I. V. Orlovsky
author_sort A. V. Ivanov
title 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_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_sort asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise
publishDate 2014
url http://jnas.nbuv.gov.ua/article/UJRN-0000728821
work_keys_str_mv AT avivanov asymptoticpropertiesoflinearregressionparameterestimatorinthecaseoflongrangedependentregressorsandnoise
AT ivorlovsky asymptoticpropertiesoflinearregressionparameterestimatorinthecaseoflongrangedependentregressorsandnoise
first_indexed 2025-07-22T08:15:53Z
last_indexed 2025-07-22T08:15:53Z
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