Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process Article Swipe

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Farzad Sabzikar , Qiying Wang , Peter C.B. Phillips ·

YOU? · · 2018 · Open Access · · DOI: https://doi.org/10.2139/ssrn.3179180

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Unit root Asymptotic analysis Mathematics Series (stratigraphy) Limit (mathematics) Statistical physics Range (aeronautics) Applied mathematics Asymptotic distribution Long memory Fractional Brownian motion Brownian motion Econometrics Statistics Mathematical analysis Estimator Composite material Materials science Biology Physics Paleontology Volatility (finance)

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Type: preprint
Language: en
Landing Page: https://doi.org/10.2139/ssrn.3179180
OA Status: green
Cited By: 1
References: 47
Related Works: 20
OpenAlex ID: https://openalex.org/W3122104821

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DOI: https://doi.org/10.2139/ssrn.3179180

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Title: Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process

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Type: preprint

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Language: en

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Publication year: 2018

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Publication date: 2018-01-01

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Authors: Farzad Sabzikar, Qiying Wang, Peter C.B. Phillips

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Landing page: https://doi.org/10.2139/ssrn.3179180

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Concepts: Unit root, Asymptotic analysis, Mathematics, Series (stratigraphy), Limit (mathematics), Statistical physics, Range (aeronautics), Applied mathematics, Asymptotic distribution, Long memory, Fractional Brownian motion, Brownian motion, Econometrics, Statistics, Mathematical analysis, Estimator, Composite material, Materials science, Biology, Physics, Paleontology, Volatility (finance)

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Cited by: 1

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