Asymptotic distributions of least squares estimators of the coefficients in the model of linear regression with nonlinear constraints and long-memory dependence
Abstract:Abstract. We consider least squares estimators for linear regression models with long-memory dependence, continuous time, and nonlinear inequality constraints imposed on the parameter. We study the solution of the problem of minimization of the least squares functional in the linear regression with a given (long) radius of dependence and nonlinear inequality constraints imposed on the parameter. We prove that the solution being appropriately centered and normalized converges in distribution to the solution of … Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.