Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory for near integrated processes driven by tempered linear processes |
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Asymptotic theory for near integrated processes driven by tempered linear processes (English)
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20 March 2020
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asymptotics
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fractional integration
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integrated process
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near unit root
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tempered process
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