Héctor ArayaNatalia BahamondeTania RoaTorres, SoledadSoledadTorres2025-12-072025-12-072021-09-0810.1080/03610926.2021.19735042-s2.0-85114645609https://cris-uv-2.scimago.es/handle/123456789/7429WOS:000694570200001In this article, we study the parametric problem of estimating the coefficient for a discrete time model driven by a fractional Poisson noise, when high-frequency observations are given. We consider weighted least squares and maximum likelihood estimators. Thus, asymptotic behavior of the estimators is proved and a simulation study is shown to illustrate our results.enacceso restringidoStatistics And Probabilityarticle; early access