Parameter estimation for a discrete time model driven by fractional Poisson process

DOI10.1080/03610926.2021.1973504OpenAlexW3199570078MaRDI QIDQ6107524

Héctor Araya, Tania Roa, Soledad Torres, Natalia Bahamonde

Publication date: 3 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1973504

zbMATH Keywords

maximum likelihood estimatorlong memoryfractional Poisson processweighted least square estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Point estimation (62F10)

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