2019
Том 71
№ 9

All Issues

Sharapov M. M.

Articles: 1
Article (Ukrainian)

Gaussian and non-Gaussian limit distributions of estimates of the regression coefficients of a long-memory time series

Leonenko N. N., Sharapov M. M.

↓ Abstract   |   Full text (.pdf)

Ukr. Mat. Zh. - 1999. - 51, № 7. - pp. 931–939

We obtain Gaussian and non-Gaussian distributions of estimates of regression coefficients of a long-memory time series.