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

DOI10.1007/0-387-36062-X_13MaRDI QIDQ3416895zbMATH OpenFDO

Authors Didier Dacunha-Castelle, Lisandro J. Fermín

Publication date 9 January 2007

Published in Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/0-387-36062-X_13

zbMATH Keywords

long memory processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15)

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Cited in

(2)

• Asymptotic behavior of weakly dependent aggregated processes
• 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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