On the rate of convergence to the normal law for LSE in multivariate continuous regression model with long-range dependence stationary errors.
Ahmed H. El-BassiounyPublished in: Appl. Math. Comput. (2004)
Keyphrases
- regression model
- long range dependence
- non stationary
- fractional brownian motion
- network traffic
- multivariate regression
- regression analysis
- model selection
- regression methods
- prediction model
- linear regression model
- generalized linear models
- kernel regression
- explanatory variables
- interval valued data
- image analysis
- multiple linear regression
- mathematical model