Latent local-to-unity models
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Publication:6049843
DOI10.1080/07474938.2023.2215034MaRDI QIDQ6049843
No author found.
Publication date: 18 September 2023
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_working_paper/3
fractional Brownian motionstate-spacefractionally integrated errorsfractional o-U processlocal-to-unity instrumental variable
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