Statistical Inference in Fractional Poisson Ornstein-Uhlenbeck Process
Araya, Héctor · Bahamonde, Natalia · Roa, Tania · Torres, Soledad
Original · EN
In this article, we study the problem of parameter estimation for a discrete Ornstein - Uhlenbeck model driven by Poisson fractional noise. Based on random walk approximation for the noise, we study least squares and maximum likelihood estimators. Thus, asymptotic behaviours of the estimator is carried out, and a simulation study is shown to illustrate our results.
English translation
This paper has no Arabic translation yet. Be the first: it takes a few seconds, and the result is stored for every future reader.