Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence |
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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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