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：

引用

页码：1044 / 1054

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