Asymptotic Normality of the Whittle Estimator in Linear Regression Models with Long Memory Errors
| Year of publication: |
2000
|
|---|---|
| Authors: | Koul, Hira ; Surgailis, Donatas |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 3.2000, 1, p. 129-147
|
| Publisher: |
Springer |
| Subject: | Moving average long memory errors | i.i.d. and long memory designs | unbounded spectral density |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616036