ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE (Q6039855): Difference between revisions

Latest revision as of 05:30, 1 August 2024

scientific article; zbMATH DE number 7688199

Language	Label	Description	Also known as
English	ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE	scientific article; zbMATH DE number 7688199

Statements

instance of

scholarly article

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title

ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE (English)

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DOI

10.5705/ss.202020.0457

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23 May 2023

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Mathematics Subject Classification ID

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least squares estimator

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long-memory noise

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random times

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regression model

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renewal process

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.5705/ss.202020.0457

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OpenAlex ID

W4200187870

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cites work

The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions

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ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE

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A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times

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Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times

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Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models

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Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals

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Aggregation of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of U-Statistics

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Long Memory in Nonlinear Processes

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EFFICIENT NON‐PARAMETRIC ESTIMATION OF THE SPECTRAL DENSITY IN THE PRESENCE OF MISSING OBSERVATIONS

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Q5665949

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Spectral estimation for locally stationary time series with missing observations

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Fractional Brownian Motions, Fractional Noises and Applications

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Probability density estimation from sampled data

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Differential equations driven by fractional Brownian motion

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Random discretization of stationary continuous time processes

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Forward, backward and symmetric stochastic integration

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Analysis of Variations for Self-similar Processes

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Kernel estimation of the regression function with random sampling times

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Finite sample performance of density estimators from unequally spaced data

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Sitelinks

Mathematics(1 entry)

mardi Publication:6039855

@@ Property / cites work @@
+The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions
+Normal rank
@@ Property / cites work @@
+ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE
+Normal rank
@@ Property / cites work @@
+A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times
+Normal rank
@@ Property / cites work @@
+Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
+Normal rank
@@ Property / cites work @@
+Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models
+Normal rank
@@ Property / cites work @@
+Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
+Normal rank
@@ Property / cites work @@
+Aggregation of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of U-Statistics
+Normal rank
@@ Property / cites work @@
+Long Memory in Nonlinear Processes
@@ Property / cites work: Long Memory in Nonlinear Processes / rank @@
+Normal rank
@@ Property / cites work @@
+EFFICIENT NON‐PARAMETRIC ESTIMATION OF THE SPECTRAL DENSITY IN THE PRESENCE OF MISSING OBSERVATIONS
+Normal rank
@@ Property / cites work @@
+Q5665949
@@ Property / cites work: Q5665949 / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral estimation for locally stationary time series with missing observations
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Probability density estimation from sampled data
@@ Property / cites work: Probability density estimation from sampled data / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Random discretization of stationary continuous time processes
+Normal rank
@@ Property / cites work @@
+Forward, backward and symmetric stochastic integration
+Normal rank
@@ Property / cites work @@
+Analysis of Variations for Self-similar Processes
@@ Property / cites work: Analysis of Variations for Self-similar Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Kernel estimation of the regression function with random sampling times
+Normal rank
@@ Property / cites work @@
+Finite sample performance of density estimators from unequally spaced data
+Normal rank