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~person:"Andreou, Elena"
~person:"Wang, Ying"
~subject:"Fractional Ornstein-Uhlenbeck process"
~type:"article"
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Fractional Ornstein-Uhlenbeck process
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Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
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