Inference for continuous-time long memory randomly sampled processes

DOI10.1007/S00362-023-01515-ZMaRDI QIDQ6581316zbMATH OpenFDO

Authors M. Ould Haye, Anne Philippe, Caroline Robet

Publication date 30 July 2024

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-023-01515-Z

zbMATH Keywords

continuous-time Gaussian processeslimit theoremslong memoryperiodogramPoisson processsampled processspectral densityWhittle estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(1)

• Asymptotics for irregularly observed long memory processes

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