Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes (Q6635577)
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scientific article; zbMATH DE number 7941330
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| English | Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7941330 |
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Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes (English)
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12 November 2024
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explosive process
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Hurst parameter
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long memory
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anti-persistency
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double asymptotics
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in-fill asymptotics
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