Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Asymptotic distribution of least squares estimators for linear models
  with dependent errors : regular designs   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 Limit Theorem for the usual least squares
estimator under general conditions on the design and on the error process. We
show that for a large class of designs, the asymptotic covariance matrix is as
simple as the independent and identically distributed case. We then estimate
the covariance matrix using an estimator of the spectral density whose
consistency is proved under very mild conditions.

24
The categories of this paper are: dg-ga
15
The categories of this paper are: nucl-ex
32
The categories of this paper are: atom-ph
6
The categories of this paper are: astro-ph
0
The categories of this paper are: hep-ph
7
The categories of this paper are: hep-th
37
The categories of this paper are: supr-con
28
The categories of this paper are: alg-geom
34
The categories of this paper are: chem-ph
12
The categories of this paper are: nucl-th
35
The categories of this paper are: mtrl-th
13
The categories of this paper are: quant-ph
21
The categories of this paper are: adap-org
5
The categories of this paper are: gr-qc
23
The categories of this paper are: solv-int
25
The categories of this paper are: patt-sol