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Generalized Local‐to‐Unity Models - MaRDI portal

Generalized Local‐to‐Unity Models (Q5020506)

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scientific article; zbMATH DE number 7452939
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English
Generalized Local‐to‐Unity Models
scientific article; zbMATH DE number 7452939

    Statements

    title
    Generalized Local‐to‐Unity Models (English)
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    author
    Liyu Dou
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    Ulrich K. Müller
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    published in
    Econometrica
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    publication date
    6 January 2022
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    zbMATH Keywords
    continuous time ARMA process
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    convergence
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    approximability
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    Identifiers

    DOI
    10.3982/ECTA17944
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    Mathematics Subject Classification ID
    62P20
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    62M10
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    62F15
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    91B84
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    zbMATH DE Number
    7452939
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    OpenAlex ID
    W3184203730
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