Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Linear regression with stationary errors : the R package slm   This paper introduces the R package slm which stands for Stationary Linear
Models. The package contains a set of statistical procedures for linear
regression in the general context where the error process is strictly
stationary with short memory. We work in the setting of Hannan (1973), who
proved the asymptotic normality of the (normalized) least squares estimators
(LSE) under very mild conditions on the error process. We propose different
ways to estimate the asymptotic covariance matrix of the LSE, and then to
correct the type I error rates of the usual tests on the parameters (as well as
confidence intervals). The procedures are evaluated through different sets of
simulations, and two examples of real datasets are studied.

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The categories of this paper are: gr-qc
18
The categories of this paper are: econ
37
The categories of this paper are: supr-con
10
The categories of this paper are: q-bio
0
The categories of this paper are: hep-ph
3
The categories of this paper are: physics
7
The categories of this paper are: hep-th
26
The categories of this paper are: bayes-an
35
The categories of this paper are: mtrl-th
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The categories of this paper are: astro-ph
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The categories of this paper are: acc-phys
22
The categories of this paper are: chao-dyn
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The categories of this paper are: nlin
15
The categories of this paper are: nucl-ex
21
The categories of this paper are: adap-org
30
The categories of this paper are: q-alg