Least squares estimators for nearly unstable processes for functionals of long-memory noises (Q4921209)
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scientific article; zbMATH DE number 6165388
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| English | Least squares estimators for nearly unstable processes for functionals of long-memory noises |
scientific article; zbMATH DE number 6165388 |
Statements
Least squares estimators for nearly unstable processes for functionals of long-memory noises (English)
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23 May 2013
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Hermite Ornstein-Uhlenbeck processes
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least squares estimator
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long-memory noises
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nearly unstable processes
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0.8888583779335022
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0.8298015594482422
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0.8115483522415161
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0.800965428352356
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