Asymptotic normality of regression estimators with long memory errors

Statistics and Probability Letters

Volumn 29, Issue 4, 1996, Pages 317-335

  Giraitis, Liudas ^a   Koul, Hira L ^b   Surgailis, Donatas ^c  

^a UNIVERSITY OF HEIDELBERG   (Germany)

^b MICHIGAN STATE UNIVERSITY   (United States)

^c VILNIUS UNIVERSITY   (Lithuania)

Author keywords

Appell polynomials; M , R estimators; Weighted empiricals

Indexed keywords

EID: 0030590328     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(95)00188-3     Document Type: Article

References (16)

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