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DOI: 10.23952/cot.2024.38
Received October 18, 2023; Accepted January 5, 2024; Published online August 14, 2024
Abstract. We examine the solution of a minimization problem of the least square functional of the regression with long-memory and equality and inequality constraints on parameters. Approximate representation for least squares estimator is given. From this representation, one can see the concrete structure of the estimators.
How to Cite this Article:
E. Moldavskaya, P. Knopov, Optimization in constrained regression models with long-range dependence, Commun. Optim. Theory 2024 (2024) 38.