论文标题
最低方估计器的限制分布，并在随机时间采样由标准布朗运动驱动的观测值
Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion
论文作者
论文摘要
在本文中，我们根据回归模型研究了最小平方估计器的极限分布，该模型假定观测值是有限的（$αn$），并在两个不同的随机时间下进行了采样。基于特征函数和收敛结果的极限行为，我们证明了最小平方估计器的渐近正态性。我们提出仿真结果以说明我们的理论结果。
In this article, we study the limit distribution of the least square estimator, properly normalized, from a regression model in which observations are assumed to be finite ($αN$) and sampled under two different random times. Based on the limit behavior of the characteristic function and convergence result we prove the asymptotic normality for the least square estimator. We present simulation results to illustrate our theoretical results.
