具有相同λ的FOU（p）过程的参数估计
Parameter estimation for the FOU(p) process with the same lambda
摘要：
FOU（p）过程可以被认为是ARMA（或ARFIMA）过程的替代方法来对时间序列建模。此外，当我们使用具有相同lambda的FOU（p）过程对时间序列建模时，与使用不同的lambda值相比，没有实质性的损失。在这项工作中，我们提出了一种新的方法来估计的唯一值的lambda在FOU（p）的过程。在一定的条件下，我们将证明一致性和渐近正态性。我们将证明这种新方法更容易和快速计算。仿真结果表明，该方法比传统方法具有更高的效率。此外，我们包括一个应用程序的真实数据，我们表明，新的方法也工作得很好，优于ARMA（p，q）的家庭。
英文摘要：
The FOU(p) processes can be considered as an alternative to ARMA (or ARFIMA) processes to model time series. Also, there is no substantial loss when we model a time series using FOU(p) processes with the same lambda, than using differents values of lambda. In this work we propose a new method to estimate the unique value of lambda in a FOU(p) process. Under certain conditions, we will prove consistency and asymptotic normality. We will show that this new method is more easy and fast to compute. By simulations, we show that the new procedure work well and is more efficient than the general method. Also, we include an application to real data, and we show that the new method work well too and outperforms the family of ARMA(p, q).
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
