Random discretization of stationary continuous time processes

DOI10.1007/s00184-020-00783-1zbMath1467.62148OpenAlexW2903867021MaRDI QIDQ2036302

Caroline Robet, Anne Philippe, Marie-Claude Viano

Publication date: 28 June 2021

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-020-00783-1

zbMATH Keywords

Gaussian processlong memorypartial sumrandom samplingregularly varying covariance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15)

Related Items (2)

ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE ⋮ On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case

Uses Software

• longmemo

Cites Work

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