Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results (Q4677016): Difference between revisions

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Revision as of 10:34, 10 June 2024

scientific article; zbMATH DE number 2169589
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English
Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results
scientific article; zbMATH DE number 2169589

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    Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results (English)
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    20 May 2005
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    weak convergence
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    asymptotic normality
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    Gaussian process
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    long-memory process
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