Parameter estimation for a discrete time model driven by fractional Poisson process.
- Published in:
- Communications in Statistics: Theory & Methods, 2023, v. 52, n. 10, p. 3452, doi. 10.1080/03610926.2021.1973504
- By:
- Publication type:
- Article
Works by Bahamonde, Natalia
Results: 6
1
2
Least squares estimation of ARCH models with missing observations.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 6, p. 880, doi. 10.1111/j.1467-9892.2012.00803.x
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- Publication type:
- Article
3
ON THE CONSISTENCY OF LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE JITTERED CASE.
- Published in:
- Statistica Sinica, 2023, v. 33, n. 1, p. 331, doi. 10.5705/ss.202020.0323
- By:
- Publication type:
- Article
4
ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE.
- Published in:
- Statistica Sinica, 2023, v. 33, n. 1, p. 1, doi. 10.5705/ss.202020.0457
- By:
- Publication type:
- Article
5
A robust closed-form estimator for the GARCH(1,1) model.
- Published in:
- Journal of Statistical Computation & Simulation, 2016, v. 86, n. 8, p. 1605, doi. 10.1080/00949655.2015.1077387
- By:
- Publication type:
- Article
6
An irregularly spaced ARMA(1,1) model and an application to contamination data.
- Published in:
- Statistics, 2025, v. 59, n. 1, p. 113, doi. 10.1080/02331888.2024.2423001
- By:
- Publication type:
- Article