DOI10.1111/ectj.12082OpenAlexW179693458MaRDI QIDQ5093951
Xin-Bing Kong, Zhi Liu, Bing-Yi Jing, Zong-Wu Cai
Publication date: 2 August 2022 Published in: The Econometrics Journal (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1111/ectj.12082
zbMATH Keywords
unit rootlocal timeOrnstein-Uhlenbeck fractional Brownian motion
Mathematics Subject Classification ID
Statistics (62-XX)