Regression model fitting with long memory errors

Journal of Statistical Planning and Inference

Volumn 71, Issue 1-2, 1998, Pages 35-56

  Koul, Hira L ^a   Stute, Winfried ^b  

^a MICHIGAN STATE UNIVERSITY   (United States)

^b JUSTUS LIEBIG UNIVERSITY   (Germany)

Author keywords

Fractional Brownian motion; Marked empirical process* residuals; Primary 62J02; Secondary 62F03, 62F05.

Indexed keywords

EID: 0040163974     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(98)00016-0     Document Type: Article

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