Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise / Ivanov, A. V., Orlovsky, I. V. (2014)
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web address of the page http://jnas.nbuv.gov.ua/article/UJRN-0000728821
  Theory of Stochastic Processes     А - 2018  /     Issue (2014, Vol. 19, № 1)

Ivanov A. V., Orlovsky I. V.
Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise

Cite:
Ivanov, A. V., Orlovsky, I. V. (2014). Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise. Theory of Stochastic Processes , 19 (1), 1-10. http://jnas.nbuv.gov.ua/article/UJRN-0000728821

 

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