Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes
Year of publication: |
Mar 2023
|
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Authors: | Jiang, Hui ; Pan, Yajuan ; Liao, Weilin ; Yang, Qingshan ; Yu, Jun |
Publisher: |
Singapore : Singapore Management University |
Subject: | Explosive process | Hurst parameter | Long memory | Anti-persistency | Double asymptotics | In-fill asymptotics |
Extent: | 1 Online-Ressource (circa 86 Seiten) |
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Series: | Working paper. - [Singapore] : School of Economics, ZDB-ID 3110021-1. - Vol. paper no. 2023, 07 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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