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Gaussian and non-Gaussian limit distributions of estimates of the regression coefficients of a long-memory time series

We obtain Gaussian and non-Gaussian distributions of estimates of regression coefficients of a long-memory time series.

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Bibliographic Details
Date:	1999
Main Authors:	Leonenko, N. N., Sharapov, M. M., Леоненко, М. М., Шарапов, М. М.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 1999
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/4682
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal

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