Generalized local-to-unity models

DOI10.3982/ECTA17944MaRDI QIDQ5020506zbMATH OpenOpenAlexFDO

Authors Liyu Dou, Ulrich K. Müller

Publication date 6 January 2022

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ecta17944

zbMATH Keywords

approximabilitycontinuous time ARMA processconvergence

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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(7)

• Unifying Local and Nonlocal Modelling of Respective and Symmetrical Predicates
• More on locally atomic models
• scientific article; zbMATH DE number 4077174 (Why is no real title available?)
• Local varying-alpha theories
• Latent local-to-unity models
• Modeling long cycles
• Model transition under local theta correspondence

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