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Bounded unit root processes with non-stationary volatility - MaRDI portal

Bounded unit root processes with non-stationary volatility (Q6171853)

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scientific article; zbMATH DE number 7713861
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English
Bounded unit root processes with non-stationary volatility
scientific article; zbMATH DE number 7713861

    Statements

    Bounded unit root processes with non-stationary volatility (English)
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    18 July 2023
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    limited process
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    non-stationary volatility
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    unit root
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    Identifiers