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math.ST2020
Gaussian linear model selection in a dependent context
Emmanuel Caron, Jérôme Dedecker, Bertrand Michel
In this paper, we study the nonparametric linear model, when the error process is a dependent Gaussian process. We focus on the estimation of the mean vector via a model selection…
math.ST2018★ 4 cited
Asymptotic distribution of least square estimators for linear models with dependent errors
Emmanuel Caron
In this paper, we consider the usual linear regression model in the case where the error process is assumed strictly stationary. We use a result from Hannan (1973), who proved a Ce…
math.ST2017★ 4 cited
Asymptotic distribution of least squares estimators for linear models with dependent errors : regular designs
Emmanuel Caron, Sophie Dede
In this paper, we consider the usual linear regression model in the case where the error process is assumed strictly stationary. We use a result from Hannan, who proved a Central L…