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- W2011106094 abstract "This paper discusses the asymptotic representations of a class of L2-distance estimators based on weighted empirical processes in a multiple linear regression model when the errors are a function of stationary Gaussian random variables that are long-range dependent. Unlike the independent errors case, the limiting distributions of the suitably normalized estimators are not always normal. The limiting distributions depend heavily on the Hermite rank of a certain class of random variables. Some ‘goodness of fit’ tests for specified error distribution are also considered." @default.
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- W2011106094 title "Minimum distance estimation in linear models with long-range dependent errors" @default.
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- W2011106094 doi "https://doi.org/10.1016/0167-7152(94)00029-8" @default.
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