Title of article
On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields
Author/Authors
Nikolai N. Leonenko، نويسنده , , Michail M. Sharapov، نويسنده , , Ahmed H. El-Bassiouny، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2000
Pages
10
From page
121
To page
130
Keywords
Least-squares estimates , Long memory errors , Random eld , Asymptotic normality , Rateof convergence , Linear regression
Journal title
Statistics and Probability Letters
Serial Year
2000
Journal title
Statistics and Probability Letters
Record number
139370
Link To Document