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Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence.
Qiying Wang
Yan-Xia Lin
Chandra Gulati
Published in:
Adv. Decis. Sci. (2002)
Keyphrases
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non stationary
special case
sufficient conditions
empirical mode decomposition
markov chain
concept drift
discrete valued
parameter estimation
stock price
fractional brownian motion