Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations
| Year of publication: |
2004
|
|---|---|
| Authors: | Wang, Lihong |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 56.2004, 2, p. 251-264
|
| Publisher: |
Springer |
| Subject: | Asymptotic efficient | asymptotic property | least absolute deviation estimation | least squares estimation | long-range dependence | equality and inequality constraints | nonlinear regression |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184627