Latent local-to-unity models (Q6049843)
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scientific article; zbMATH DE number 7739041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Latent local-to-unity models |
scientific article; zbMATH DE number 7739041 |
Statements
Latent local-to-unity models (English)
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18 September 2023
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fractional Brownian motion
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fractionally integrated errors
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fractional o-U process
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local-to-unity instrumental variable
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state-space
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