{"id":"https://openalex.org/W1998391885","doi":"https://doi.org/10.1214/aos/1176350837","title":"On Estimation of a Regression Model with Long-Memory Stationary Errors","display_name":"On Estimation of a Regression Model with Long-Memory Stationary Errors","publication_year":1988,"publication_date":"1988-06-01","ids":{"openalex":"https://openalex.org/W1998391885","doi":"https://doi.org/10.1214/aos/1176350837","mag":"1998391885"},"language":"en","primary_location":{"id":"doi:10.1214/aos/1176350837","doi":"https://doi.org/10.1214/aos/1176350837","is_oa":true,"landing_page_url":"https://doi.org/10.1214/aos/1176350837","pdf_url":"https://projecteuclid.org/journals/annals-of-statistics/volume-16/issue-2/On-Estimation-of-a-Regression-Model-with-Long-Memory-Stationary/10.1214/aos/1176350837.pdf","source":{"id":"https://openalex.org/S119757635","display_name":"The Annals of Statistics","issn_l":"0090-5364","issn":["0090-5364","2168-8966"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","doyens","jufo-3","ki-jl-2","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319881","host_organization_name":"Institute of Mathematical Statistics","host_organization_lineage":["https://openalex.org/P4310319881"],"host_organization_lineage_names":["Institute of Mathematical Statistics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Annals of Statistics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://projecteuclid.org/journals/annals-of-statistics/volume-16/issue-2/On-Estimation-of-a-Regression-Model-with-Long-Memory-Stationary/10.1214/aos/1176350837.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5111669550","display_name":"Yoshihiro Yajima","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Yoshihiro Yajima","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5111669550"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":4.0563,"has_fulltext":false,"cited_by_count":149,"citation_normalized_percentile":{"value":0.9377551,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"16","issue":"2","first_page":"791","last_page":"807"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.336899995803833,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.336899995803833,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.33399999141693115,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11911","display_name":"Spatial and Panel Data Analysis","score":0.15639999508857727,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/regression-models","display_name":"regression models","score":0.6980000138282776},{"id":"https://openalex.org/keywords/least-squares-estimator","display_name":"least squares estimator","score":0.9549999833106995},{"id":"https://openalex.org/keywords/residual-based-estimation","display_name":"residual-based estimation","score":0.5640000104904175},{"id":"https://openalex.org/keywords/asymptotic-properties","display_name":"asymptotic properties","score":0.8989999890327454},{"id":"https://openalex.org/keywords/long-range-dependence","display_name":"long-range dependence","score":0.6449999809265137},{"id":"https://openalex.org/keywords/regularity-conditions","display_name":"regularity conditions","score":0.6769999861717224}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8752264976501465},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7426574230194092},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5244848132133484},{"id":"https://openalex.org/C83546350","wikidata":"https://www.wikidata.org/wiki/Q1139051","display_name":"Regression","level":2,"score":0.5230066180229187},{"id":"https://openalex.org/C152877465","wikidata":"https://www.wikidata.org/wiki/Q208042","display_name":"Regression analysis","level":2,"score":0.5077468156814575},{"id":"https://openalex.org/C119047807","wikidata":"https://www.wikidata.org/wiki/Q752718","display_name":"Asymptotic analysis","level":2,"score":0.49699142575263977},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4940624535083771},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.4439118504524231},{"id":"https://openalex.org/C2986394398","wikidata":"https://www.wikidata.org/wiki/Q1805477","display_name":"Long memory","level":3,"score":0.42633605003356934},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3570566177368164},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1214/aos/1176350837","doi":"https://doi.org/10.1214/aos/1176350837","is_oa":true,"landing_page_url":"https://doi.org/10.1214/aos/1176350837","pdf_url":"https://projecteuclid.org/journals/annals-of-statistics/volume-16/issue-2/On-Estimation-of-a-Regression-Model-with-Long-Memory-Stationary/10.1214/aos/1176350837.pdf","source":{"id":"https://openalex.org/S119757635","display_name":"The Annals of Statistics","issn_l":"0090-5364","issn":["0090-5364","2168-8966"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","doyens","jufo-3","ki-jl-2","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319881","host_organization_name":"Institute of Mathematical Statistics","host_organization_lineage":["https://openalex.org/P4310319881"],"host_organization_lineage_names":["Institute of Mathematical Statistics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Annals of Statistics","raw_type":"journal-article"},{"id":"pmh:oai:CULeuclid:euclid.aos/1176350837","doi":null,"is_oa":false,"landing_page_url":"http://projecteuclid.org/euclid.aos/1176350837","pdf_url":null,"source":{"id":"https://openalex.org/S4306400787","display_name":"Project Euclid (Cornell University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Text"}],"best_oa_location":{"id":"doi:10.1214/aos/1176350837","doi":"https://doi.org/10.1214/aos/1176350837","is_oa":true,"landing_page_url":"https://doi.org/10.1214/aos/1176350837","pdf_url":"https://projecteuclid.org/journals/annals-of-statistics/volume-16/issue-2/On-Estimation-of-a-Regression-Model-with-Long-Memory-Stationary/10.1214/aos/1176350837.pdf","source":{"id":"https://openalex.org/S119757635","display_name":"The Annals of Statistics","issn_l":"0090-5364","issn":["0090-5364","2168-8966"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","doyens","jufo-3","ki-jl-2","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319881","host_organization_name":"Institute of Mathematical Statistics","host_organization_lineage":["https://openalex.org/P4310319881"],"host_organization_lineage_names":["Institute of Mathematical Statistics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Annals of Statistics","raw_type":"journal-article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1998391885.pdf","grobid_xml":"https://content.openalex.org/works/W1998391885.grobid-xml"},"referenced_works_count":21,"referenced_works":["https://openalex.org/W1509032382","https://openalex.org/W1973694910","https://openalex.org/W1975687805","https://openalex.org/W1979722297","https://openalex.org/W1986372184","https://openalex.org/W2003094553","https://openalex.org/W2018401483","https://openalex.org/W2025742747","https://openalex.org/W2026810357","https://openalex.org/W2031753087","https://openalex.org/W2049713645","https://openalex.org/W2051347137","https://openalex.org/W2057916813","https://openalex.org/W2059265257","https://openalex.org/W2065323135","https://openalex.org/W2069319670","https://openalex.org/W2090040967","https://openalex.org/W2094211891","https://openalex.org/W2143082178","https://openalex.org/W2313953460","https://openalex.org/W2799137445"],"related_works":["https://openalex.org/W2094479241","https://openalex.org/W1970308299","https://openalex.org/W1903055531","https://openalex.org/W2036056175","https://openalex.org/W2135164884","https://openalex.org/W3123854837","https://openalex.org/W2360629477","https://openalex.org/W2072090478","https://openalex.org/W2001611590","https://openalex.org/W3021457118"],"abstract_inverted_index":{"We":[0],"consider":[1],"estimation":[2,66],"of":[3,29,63],"a":[4],"regression":[5,15],"model":[6],"with":[7],"long-memory":[8],"stationary":[9],"errors.":[10],"First,":[11],"we":[12,59],"estimate":[13],"the":[14,18,26,30,35,39,47,64],"parameters":[16],"by":[17,33],"least-squares":[19],"estimator":[20],"(LSE)":[21],"and,":[22],"next,":[23],"those":[24],"describing":[25],"correlation":[27],"structure":[28],"error":[31],"terms":[32],"using":[34],"residuals":[36],"obtained":[37],"from":[38],"LSE.":[40],"Certain":[41],"regularity":[42],"conditions":[43],"introduced":[44],"to":[45],"develop":[46],"asymptotic":[48,61],"theory":[49],"no":[50],"longer":[51],"hold":[52],"in":[53],"this":[54,57],"model.":[55],"In":[56],"situation":[58],"derive":[60],"properties":[62],"preceding":[65],"procedure.":[67]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":5},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":3}],"updated_date":"2026-10-15T10:00:46.086208","created_date":"2025-10-10T00:00:00"}
