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Least squares estimators for nearly unstable processes for functionals of long-memory noises - MaRDI portal

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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Least squares estimators for nearly unstable processes for functionals of long-memory noises
scientific article; zbMATH DE number 6165388

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    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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