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Activity Number:
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134
- Bayesian Modeling
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Type:
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Contributed
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Date/Time:
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Monday, August 9, 2021 : 1:30 PM to 3:20 PM
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Sponsor:
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Section on Statistical Computing
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Abstract #318863
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Title:
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Estimation of Regression Models with Long Memory Errors
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Author(s):
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Kyungduk Ko*
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Companies:
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Boise State University
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Keywords:
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Long range dependence;
non-Gaussian errors;
Wavelet
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Abstract:
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We consider linear regression models with long range dependent errors and how to estimate model parameters that can be applied to both Gaussian and non-Gaussian long memory errors. To this end we propose a wavelet estimation method for the model parameters under Gaussian/non-Gaussian errors. Performances are assessed using simulation studies.
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Authors who are presenting talks have a * after their name.
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