The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes (Q2956056)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes |
scientific article |
Statements
The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes (English)
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16 January 2017
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autoregressive processes
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AR(\(\infty\))
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nearly unstable processes
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limit theorems
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Ornstein-Uhlenbeck processes
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fractional diffusions
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volatility modeling
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