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On the exact discretization of a continuous time AR(1) model driven by either long memory or antipersistent innovations : a fractional algebra approach
Simos, Theodore - In: Journal of time series econometrics 4 (2012) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10010097499
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On the exact discretization of a continuous time AR(1) model driven by either long memory or antipersistent innovations : a fractional algebra approach
Simos, Theodore - In: Journal of time series econometrics 4 (2012) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10009714885