Polynomial trend regression with long-memory errors

Journal of Time Series Analysis

Volumn 26, Issue 3, 2005, Pages 323-354

  Ho, Hwai Chung ^a   Hsu, Nan Jung ^a  

^a NATIONAL TSING HUA UNIVERSITY   (Taiwan)

Author keywords

Asymptotic normality; Long memory; Ordinary least squares; Polynomial trend

Indexed keywords

EID: 17644362368     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2005.00405.x     Document Type: Article

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