ON ESTIMATION OF A REGRESSION-MODEL WITH LONG-MEMORY STATIONARY ERRORS

被引：90

作者：

YAJIMA, Y

机构：

来源：

ANNALS OF STATISTICS | 1988年 / 16卷 / 02期

关键词：

D O I：

10.1214/aos/1176350837

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：791 / 807

页数：17

共 50 条

[41] Root-n-consistent estimation in partial linear models with long-memory errors
Beran, J
Ghosh, S
SCANDINAVIAN JOURNAL OF STATISTICS, 1998, 25 (02) : 345 - 357
[42] A SELECTION CRITERION FOR PIECEWISE STATIONARY LONG-MEMORY MODELS
Song, Li
Bondon, Pascal
2012 IEEE STATISTICAL SIGNAL PROCESSING WORKSHOP (SSP), 2012, : 908 - 911
[43] The smoothing dichotomy in random-design regression with long-memory errors based on moving averages
Csörgö, S
Mielniczuk, J
STATISTICA SINICA, 2000, 10 (03) : 771 - 787
[44] Second-order behavior of M-estimators in linear regression with long-memory errors
Koul, HL
Surgailis, D
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2000, 91 (02) : 399 - 412
[45] On the sample mean of locally stationary long-memory processes
Palma, Wilfredo
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2010, 140 (12) : 3764 - 3774
[46] PROCRUSTUS AND THE REGRESSION-MODEL - ON THE MISUSE OF THE REGRESSION-MODEL
MCGREGOR, JP
PS-POLITICAL SCIENCE & POLITICS, 1993, 26 (04) : 801 - 804
[47] Asymptotic expansions for long-memory stationary Gaussian processes
Zucker, DM
Rousseau, J
Philippe, A
Lieberman, O
FOUNDATIONS OF STATISTICAL INFERENCE, 2003, : 217 - 227
[48] DIMENSION REDUCTION IN A SEMIPARAMETRIC REGRESSION-MODEL WITH ERRORS IN COVARIATES
CARROLL, RJ
KNICKERBOCKER, RK
WANG, CY
ANNALS OF STATISTICS, 1995, 23 (01): : 161 - 181
[49] DETECTION OF INFLUENTIAL OBSERVATIONS IN REGRESSION-MODEL WITH AUTOCORRELATED ERRORS
HOSSAIN, A
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1990, 19 (03) : 1047 - 1060
[50] Signal sampling and recovery under long-memory errors
Pawlak, M
Stadtmüller, U
2004 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY, PROCEEDINGS, 2004, : 560 - 560

← 1 2 3 4 5 →