Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations

Lihong Wang

Annals of the Institute of Statistical Mathematics, 2004, vol. 56, issue 2, pages 251-264

Keywords: Asymptotic efficient; asymptotic property; least absolute deviation estimation; least squares estimation; long-range dependence; equality and inequality constraints; nonlinear regression (search for similar items in EconPapers)
Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/10.1007/BF02530544 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:spr:aistmt:v:56:y:2004:i:2:p:251-264

Ordering information: This journal article can be ordered from
http://link.springer.de/orders.htm

Access Statistics for this article

Annals of the Institute of Statistical Mathematics is edited by G. Kitagawa

More articles in Annals of the Institute of Statistical Mathematics from Springer
Series data maintained by Guenther Eichhorn ().