Latent local-to-unity models
Xiaohu Wang and Jun Yu
| Year of publication: |
2023
|
|---|---|
| Authors: | Wang, Xiaohu ; Yu, Jun |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 42.2023, 7, p. 586-611
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| Subject: | Fractional Brownian motion | fractional O-U process | fractionally integrated errors | local-to-unity Instrumental variable | state-space | Stochastischer Prozess | Stochastic process | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2023.2215034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014321656