Asymptotic Normality of the Whittle Estimator in Linear Regression Models with Long Memory Errors

Hira Koul () and Donatas Surgailis ()

Statistical Inference for Stochastic Processes, 2000, vol. 3, issue 1, 129-147

Keywords: Moving average long memory errors; i.i.d. and long memory designs; unbounded spectral density (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1009999607588

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