Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680)
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scientific article; zbMATH DE number 5227198
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| English | Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence |
scientific article; zbMATH DE number 5227198 |
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Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (English)
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16 January 2008
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autoregressive process
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fractional noise
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fractional integrated noise
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fractional Brownian motion
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fractional Ornstein-Uhlenbeck process
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long-range dependence
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nearly nonstationary processes
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stochastic integrals
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unit-root problem
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0.8888583779335022
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0.8285489678382874
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0.8213397860527039
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0.8024855852127075
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