| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1150524 | Journal of Statistical Planning and Inference | 2008 | 21 Pages |
Abstract
This paper establishes consistency and asymptotic distribution theory for the least squares estimate of a vector parameter of non-linear regression with long-range dependent noise. A covariance-based estimate of the memory parameter is proposed. The consistency of the estimate is established.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
A.V. Ivanov, N.N. Leonenko,