On discretization procedures in Non-Gaussian long memory processes with applications in non parametric statistics and time series analysis.

Torres, Soledad; Bertin, Karine

Keywords: non-parametric estimation, fractional poisson process

Abstract

In this proposal we investigate discretization procedures in Non-Gaussian long memory processes with applications in non parametric statistics and time series analysis.

Más información

Fecha de publicación: 2016
Año de Inicio/Término: 2016-2018
Financiamiento/Sponsor: CONICYT
DOI:

C15E05.