2 citations · 3 across the 3 of their papers we have counts for
3 papers · 1 filter
Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion
Tania Roa, Soledad Torres, Ciprian tudor
In this article, we study the limit distribution of the least square estimator, properly normalized, from a regression model in which observations are assumed to be finite () a…
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…
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…