We present some results on the rate of convergence to the normal law of the least-squares estimates (LSE) of regression coe cient of long memory random ΓΏelds.
β¦ LIBER β¦
Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere
β Scribed by Ahmed H. El-Bassiouny
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 145 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0960-0779
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β¦ Synopsis
We present some upper bounds on the rate of convergence in the central limit theorem for normalized least square estimates (LSE) in a spherical regression model with long range dependence (LRD) stationary errors. The used method is based on the asymptotic analysis of orthogonal expansion of non-linear functionals of homogeneous isotropic Gaussian random fields and on the Kolmogorov distance. The theory have many applications in science for instance in evaluating the COBE data.
π SIMILAR VOLUMES
On the exactness of normal approximation
β
Nikolai N. Leonenko; Michail M. Sharapov; Ahmed H. El-Bassiouny
π
Article
π
2000
π
Elsevier Science
π
English
β 111 KB