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

被引：0
|
作者：
Leonenko M.M. [1 ]
Sharapov M.M. [1 ]
机构：
[1] Kiev University, Kiev
来源：
Ukrainian Mathematical Journal | 1999年 / 51卷 / 7期
关键词：
Asymptotic Distribution; Nonlinear Functional; Stationary Gaussian Sequence; Hermite Rank; Unknown Regression Coefficient;
D O I：
10.1007/BF02592040
中图分类号：
学科分类号：
摘要：
We obtain Gaussian and non-Gaussian distributions of estimates of the regression coefficients of a long-memory time series. © 2000 Kluwer Academic/Plenum Publishers.
引用
收藏
页码：1044 / 1054
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