Πλοήγηση ανά Θέμα "Fractional Ornstein hlenbeck process"
Αποτελέσματα 1-1 από 1
-
Article
Nonparametric predictive regression
(2015)A unifying framework for inference is developed in predictive regressions where the predictor has unknown integration properties and may be stationary or nonstationary. Two easily implemented nonparametric F-tests are ...