On the exact discretization of a continuous time AR(1) model driven by either long memory or antipersistent innovations : a fractional algebra approach
Theodore Simos
| Year of publication: |
2012
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| Authors: | Simos, Theodore |
| Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 24935967. - Vol. 4.2012, 2, p. 1-24
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.1515/1941-1928.1145 [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10010097499