On the estimation of time series regression coefficients with long range dependence
碩士 === 國立中山大學 === 應用數學系研究所 === 99 === In this paper, we study the parameter estimation of the multiple linear time series regression model with long memory stochastic regressors and innovations. Robinson and Hidalgo (1997) and Hidalgo and Robinson (2002) proposed a class of frequency-domain weighted...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/48519859641790684096 |