Aggregation of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of U-Statistics

DOI10.1007/0-387-36062-X_13zbMath1107.60013MaRDI QIDQ3416895

Didier Dacunha-Castelle, Lisandro J. Fermín

Publication date: 9 January 2007

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

zbMATH Keywords

long memory processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

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ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE

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