Modelling persistent stationary processes in continuous time

Minsoo Jeong

Year of publication:	2022
Authors:	Jeong, Minsoo
Published in:	Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 109.2022, p. 1-12
Subject:	Diffusion \| Forecasting \| Markov chain \| Persistency \| Stationarity \| VaR \| Markov-Kette \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Prognoseverfahren \| Forecasting model \| VAR-Modell \| VAR model

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