Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results (Q4677016)
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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 |
Statements
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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0.8237999677658081
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0.815337061882019
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0.8137718439102173
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0.7967932820320129
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0.7936766743659973
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