Nonparametric regression with nearly integrated regressors under long-run dependence (Q5093951)
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scientific article; zbMATH DE number 7565910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric regression with nearly integrated regressors under long-run dependence |
scientific article; zbMATH DE number 7565910 |
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Nonparametric regression with nearly integrated regressors under long-run dependence (English)
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2 August 2022
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local time
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Ornstein-Uhlenbeck fractional Brownian motion
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unit root
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