Valdivieso Serrano, Luis Hilmar2017-09-252017-09-252007http://revistas.pucp.edu.pe/index.php/promathematica/article/view/10250/10695El artículo no presenta resumenAn 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.application/pdfspainfo:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by/4.0Fractional Lévy ProcessesLong Range DependenceFrecuency Domain Estimationinfo:eu-repo/semantics/articlehttps://purl.org/pe-repo/ocde/ford#1.01.00