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~type_genre:"Graue Literatur"
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Stochastic process
3
Stochastischer Prozess
3
Fractional Brownian motion
2
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2
Time series analysis
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Whittle likelihood
2
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Option pricing theory
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Paxson approximation
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Power system reform (PSR)
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Realised volatility
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Graue Literatur
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9
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Yu, Jun
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Shi, Shuping
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Li, Tianyu
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Ming, Hao
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ECONIS (ZBW)
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Measuring the effects of power system reform in Jiangsu province, China from the perspective of social cost benefit analysis
Li, Tianyu
;
Gao, Ciwei
;
Pollitt, Michael G.
;
Chen, Tao
; …
-
2022
Persistent link: https://www.econbiz.de/10013486003
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2
On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2023
Persistent link: https://www.econbiz.de/10014320456
Saved in:
3
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Zhang, Chen
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542217
Saved in:
4
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
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