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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| Date: | 1999 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1999
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4682 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
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