Pages that link to "Item:Q284296"
From MaRDI portal
The following pages link to Double asymptotics for explosive continuous time models (Q284296):
Displaying 11 items.
- Inference in continuous systems with mildly explosive regressors (Q1676388) (← links)
- Asymptotic theory for rough fractional Vasicek models (Q1738407) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311) (← links)
- Volatility estimation and jump detection for drift-diffusion processes (Q2190225) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
- UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
- The Grid Bootstrap for Continuous Time Models (Q6620957) (← links)
- Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes (Q6635577) (← links)
