Mathematical Sciences: Optimal Inference in Regression with Long Range Dependent Errors and in Bilinear Time Series
Description: Data in diverse fields such as hydrology,geophysics and economics often display long range dependence. Efficient adaptive estimators for the model parameters of such processes will be developed. Bilinear time series models arise in economics, meteorology, oceanography, and seismology along with several other areas. Optimal inferential procedures for these important classes of models will also be developed. **
Funder: National Science Foundation
Amount: $52,220
Funding type: grant
Funder scheme: Continuing Grant
Start date: 1991-09-01
End date: 1994-08-28
Investigator: Hira Koul
Institution: DATA NOT AVAILABLE
Funded outputs count: 2
Funder award ID: 9102041
OpenAlex ID: G4635303637