We show the consistency of the log-periodogram regression estimate of the long memory parameter for long range dependent linear, not necessarily Gaussian, time series when we make a pooling of ...

This is the seventh in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

In the censored regression model, some regression estimators are introduced using weighted integrals of the log-rank estimating functions. Their limiting covariance ...

Regression of log serum concentrations or log urine concentrations on time elapsed after primary exposure ceases is a common method for estimating the elimination rates and corresponding half-lives ...