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Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence.

Qiying WangYan-Xia LinChandra Gulati
Published in: Adv. Decis. Sci. (2002)
Keyphrases
  • non stationary
  • special case
  • sufficient conditions
  • empirical mode decomposition
  • markov chain
  • concept drift
  • discrete valued
  • parameter estimation
  • stock price
  • fractional brownian motion