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2024 [1]
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Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes
Journal article
Jiang, Hui, Pan, Yajuan, Xiao, Weilin, Yang, Qingshan, Yu, Jun. Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes[J]. Electronic Journal of Statistics, 2024, 18(2), 3931-3974.
Authors:
Jiang, Hui
;
Pan, Yajuan
;
Xiao, Weilin
;
Yang, Qingshan
;
Yu, Jun
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Submit date：2024/12/05
Explosive Process
Hurst Parameter
Anti-persistency
Double Asymptotics
In-fill Asymptotics
Long Memory
