n°2006-01 Limiting distribution of the least squares estimates in polynomial regression with long memory noise
SIGLECNRS T 58261 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
The Global COE Program Mathematics-for-Industry Education & Research HubグローバルCOEプログラム「マス・フォア・インダストリ教...
SIGLEAvailable from British Library Lending Division - LD:8670.1765(IEST-TM--90) / BLDSC - British L...
n°2006-01 Limiting distribution of the least squares estimates in polynomial regression with long me...
We give the limiting distribution of the least squares estimator in the polynomial regression model ...
SIGLEAvailable from TIB Hannover: RN 2495(44) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tec...
[[abstract]]For a time series generated by polynomial trend with stationary long-memory errors, the ...
Le texte intégral de ce document de travail n'est pas disponible en ligne. Une copie papier est disp...
SIGLECNRS 14802E / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
In a linear model $Y=X\beta +Z$ a linear functional $\beta \mapsto \gamma '\beta$ is to be estimated...
SIGLECNRS RS 17660 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
AbstractIn a linear model Y = Xβ + Z a linear functional β → γ′β is to be estimated under squared er...
1 volumeCette thèse examine deux méthodes d'estimation parmi les plus importantes et les plus souven...
HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci-entific res...
This paper establishes consistency and asymptotic distribution theory for the least squares estimate...
SIGLECNRS T 58261 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
The Global COE Program Mathematics-for-Industry Education & Research HubグローバルCOEプログラム「マス・フォア・インダストリ教...
SIGLEAvailable from British Library Lending Division - LD:8670.1765(IEST-TM--90) / BLDSC - British L...
n°2006-01 Limiting distribution of the least squares estimates in polynomial regression with long me...
We give the limiting distribution of the least squares estimator in the polynomial regression model ...
SIGLEAvailable from TIB Hannover: RN 2495(44) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tec...
[[abstract]]For a time series generated by polynomial trend with stationary long-memory errors, the ...
Le texte intégral de ce document de travail n'est pas disponible en ligne. Une copie papier est disp...
SIGLECNRS 14802E / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
In a linear model $Y=X\beta +Z$ a linear functional $\beta \mapsto \gamma '\beta$ is to be estimated...
SIGLECNRS RS 17660 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
AbstractIn a linear model Y = Xβ + Z a linear functional β → γ′β is to be estimated under squared er...
1 volumeCette thèse examine deux méthodes d'estimation parmi les plus importantes et les plus souven...
HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci-entific res...
This paper establishes consistency and asymptotic distribution theory for the least squares estimate...
SIGLECNRS T 58261 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
The Global COE Program Mathematics-for-Industry Education & Research HubグローバルCOEプログラム「マス・フォア・インダストリ教...
SIGLEAvailable from British Library Lending Division - LD:8670.1765(IEST-TM--90) / BLDSC - British L...