Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results (Q4677016)
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scientific article; zbMATH DE number 2169589
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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