On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields

Nikolai N. Leonenko, Michail M. Sharapov and Ahmed H. El-Bassiouny

Statistics & Probability Letters, 2000, vol. 48, issue 2, 121-130

Abstract: We present some results on the rate of convergence to the normal law of the least-squares estimates (LSE) of regression coefficient of long memory random fields.

Keywords: Linear; regression; Least-squares; estimates; Long; memory; errors; Random; field; Asymptotic; normality; Rate; of; convergence (search for similar items in EconPapers)
Date: 2000
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