长记忆噪声驱动下随机采样模型最小二乘估计的一致性:更新情况

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY Accounts of Chemical Research Pub Date : 2023-01-01 DOI:10.5705/ss.202020.0457

Héctor Araya, Natalia Bahamonde, Lisandro Fermín, Tania Roa, Soledad Torres

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引用次数: 1

摘要

本文证明了具有长记忆噪声的随机抽样线性回归模型的最小二乘估计量的强相合性。此外，我们还说明了如何处理时间T = 1之前的随机观测数。仿真研究说明了不同项的行为，以及估计器在不同Hurst参数H值下的性能。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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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

In this study, we prove the strong consistency of the least squares estimator in a random sampled linear regression model with long-memory noise and an independent set of random times given by renewal process sampling. Additionally, we illustrate how to work with a random number of observations up to time T = 1. A simulation study is provided to illustrate the behavior of the different terms, as well as the performance of the estimator under various values of the Hurst parameter H.

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.

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