Stručni rad
Asymptotic distributions of least square estimations in a regression model with singular errors
M. Benšić
Sažetak
We study some problems of the parameter inference which are
in connection with wide sense stationary long memory processes.
Here we present the asymptotic behaviour of the corelation matrix
and the limit distributions of the LSE for the regression coefficients
in some types of linear models with singular Gaussian and non-Gaussian errors.
Ključne riječi
least squares; asymptotic distributions; regression
Hrčak ID:
1846
URI
Datum izdavanja:
20.6.1996.
Posjeta: 1.309 *