On multiple regression models with nonstationary correlated errors

Biometrika

Volumn 91, Issue 3, 2004, Pages 645-659

  Rao, Suhasini Subba ^a  

^a UNIVERSITY OF HEIDELBERG   (Germany)

Author keywords

Asymptotic normality; Consistency; Heteroscedastic errors; Local least squares; Local stationarity; Multiple regression; Nonstationary; Temperature anomaly; Time series

Indexed keywords

EID: 24944505641     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/91.3.645     Document Type: Article

References (13)

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