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dc.contributor.authorValdivieso Serrano, Luis Hilmar
dc.date.accessioned2017-09-25T21:47:07Z
dc.date.available2017-09-25T21:47:07Z
dc.date.issued2007es_ES
dc.identifier.urihttp://revistas.pucp.edu.pe/index.php/promathematica/article/view/10250/10695
dc.description.abstractAn estimation methodology to deal with fractionally integrated processes of Ornstein- Uhlenbeck type is proposed. The methodology is based on the continuous Whittle contrast. A simulation study is performed by driving this process with a symmetric CGMY background Lévy process.en_EN
dc.description.abstractEl artículo no presenta resumenes_ES
dc.formatapplication/pdf
dc.language.isospa
dc.publisherPontificia Universidad Católica del Perúes_ES
dc.relation.ispartofurn:issn:2305-2430
dc.relation.ispartofurn:issn:1012-3938
dc.rightsAttribution 4.0 International*
dc.rightsinfo:eu-repo/semantics/openAccesses_ES
dc.rights.urihttp://creativecommons.org/licenses/by/4.0*
dc.sourcePro Mathematica; Vol. 21, Núm. 41-42 (2007); 107-143es_ES
dc.subjectFractional Lévy Processeses_ES
dc.subjectLong Range Dependencees_ES
dc.subjectFrecuency Domain Estimationes_ES
dc.titleFractionally integrated processes of Ornstein-Uhlenbeck typees_ES
dc.typeinfo:eu-repo/semantics/article
dc.type.otherArtículo
dc.subject.ocdehttps://purl.org/pe-repo/ocde/ford#1.01.00
dc.publisher.countryPE


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Attribution 4.0 International
Except where otherwise noted, this item's license is described as Attribution 4.0 International