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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Publication:6039855
DOI10.5705/ss.202020.0457OpenAlexW4200187870MaRDI QIDQ6039855
Héctor Araya, Lisandro J. Fermín, Soledad Torres, Natalia Bahamonde, Tania Roa
Publication date: 23 May 2023
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202020.0457
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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, On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case, Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion, Least-square estimators in linear regression models under negatively superadditive dependent random observations
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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