𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Asymptotic normality of regression estimators with long memory errors

✍ Scribed by Liudas Giraitis; Hira L Koul; Donatas Surgailis


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
676 KB
Volume
29
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Asymptotic prediction of mean squared er
✍ Naoya Katayama πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 481 KB

## Abstract In this paper we deal with the prediction theory of long‐memory time series. The purpose is to derive a general theory of the convergence of moments of the nonlinear least squares estimator so as to evaluate the asymptotic prediction mean squared error (PMSE). The asymptotic PMSE of two

Asymptotic Normality of a Combined Regre
✍ Yanqin Fan; Aman Ullah πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 288 KB

In this paper, we propose a combined regression estimator by using a parametric estimator and a nonparametric estimator of the regression function. The asymptotic distribution of this estimator is obtained for cases where the parametric regression model is correct, incorrect, and approximately corre