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

Keyphrases

• Time-driven 100%
• Least Squares Estimation 100%
• Long-memory Noise 100%
• Renewal Process 50%
• Linear Regression Model 50%
• Simulation Study 50%
• Strong Consistency 50%
• Random number 50%
• Hurst Parameter 50%
• Processed Samples 50%

Mathematics

• Square Estimator 100%
• Least Squares Method 100%
• Simulation Study 50%
• Independent Set 50%
• Linear Regression Model 50%
• Hurst Parameter 50%
• Renewal Process 50%

INIS

• randomness 100%
• least square fit 100%
• noise 100%
• performance 25%
• values 25%
• simulation 25%
• sampling 25%