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On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields

✍ Scribed by Nikolai N. Leonenko; Michail M. Sharapov; Ahmed H. El-Bassiouny

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
111 KB
Volume
48
Category
Article
ISSN
0167-7152

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✦ Synopsis

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.

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✍ Ahmed H. El-Bassiouny πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 145 KB

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-line