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math.ST2019★ 2 cited
Parameter estimation for random sampled Regression Model with Long Memory Noise
Héctor Araya, Natalia Bahamonde, Lisandro Fermín +2
In this article, we present the least squares estimator for the drift parameter in a linear regression model driven by the increment of a fractional Brownian motion sampled at rand…
math.ST2017★ 1 cited
Statistical Inference in Fractional Poisson Ornstein-Uhlenbeck Process
Héctor Araya, Natalia Bahamonde, Tania Roa +1
In this article, we study the problem of parameter estimation for a discrete Ornstein - Uhlenbeck model driven by Poisson fractional noise. Based on random walk approximation for t…