Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas - In: Statistics & Probability Letters 29 (1996) 4, pp. 317-335
This paper discusses asymptotic normality of certain classes of M- and R-estimators of the slope parameter vector in linear regression models with long memory moving average errors, extending recent results of Koul (1992) and Koul and Mukherjee (1993). Like in the case of the long memory...
