ON ESTIMATION OF A REGRESSION-MODEL WITH LONG-MEMORY STATIONARY ERRORS

被引:91
作者
YAJIMA, Y
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D O I
10.1214/aos/1176350837
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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页码:791 / 807
页数:17
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