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

Keyphrases

• Least Squares Estimator 100%
• Time-driven 100%
• Jitter 66%
• Hurst Exponent 66%
• Long-range Dependence 33%
• Convergence Rate 33%
• Analysis Support 33%
• Linear Regression Model 33%
• Probability Density Function 33%
• Strong Consistency 33%
• Additive Noise 33%
• Consistent Estimator 33%
• Monte Carlo Analysis 33%
• Hurst Index 33%
• Noise Processes 33%
• Random Sampling Periods 33%
• Application Data 33%
• Jittered Sampling 33%
• Rate 1 33%
• Sampling Rate 33%

Mathematics

• Least Square 100%
• random time δ 100%
• Square Estimator 100%
• Hurst-Exponent 66%
• Range Dependence 33%
• Convergence Rate 33%
• Probability Density Function 33%
• Linear Regression Model 33%
• Hurst Index 33%
• Noise Process 33%
• Additive Noise 33%
• Monte Carlo Analysis 33%
• Sampling Rate 33%

INIS

• randomness 100%
• least square fit 100%
• noise 100%
• sampling 75%
• levels 25%
• density 25%
• data 25%
• applications 25%
• range 25%
• convergence 25%
• monte carlo method 25%
• additives 25%
• probability density functions 25%