ON THE CONSISTENCY OF LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE JITTERED CASE

Mathematics

• Long Memory 96%
• Least Squares Estimator 85%
• Jitter 79%
• Hurst Exponent 76%
• Long-range Dependence 33%
• Random Sampling 31%
• Additive Noise 31%
• Strong Consistency 30%
• Linear Regression Model 26%
• Model 26%
• Relevance 25%
• Probability density function 25%
• Convergence Rate 22%
• Fractional 19%
• Estimator 15%

Business & Economics

• Least Squares Estimator 100%
• Long Memory 89%
• Hurst Exponent 70%
• Long-range Dependence 57%
• Sampling 55%
• Strong Consistency 42%
• Random Sampling 40%
• Monte Carlo Analysis 37%
• Convergence Rate 35%
• Probability Density Function 33%
• Linear Regression Model 30%
• Estimator 21%