Parameter estimation for a discrete time model driven by fractional Poisson process (Q6107524)
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scientific article; zbMATH DE number 7706249
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for a discrete time model driven by fractional Poisson process |
scientific article; zbMATH DE number 7706249 |
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Parameter estimation for a discrete time model driven by fractional Poisson process (English)
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3 July 2023
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fractional Poisson process
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long memory
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weighted least square estimator
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maximum likelihood estimator
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