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On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping
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Yu, Jun
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Zhang, Chen
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2023
Persistent link: https://www.econbiz.de/10014320456
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On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
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Zhang, Chen
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Yu, Jun
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2022
Persistent link: https://www.econbiz.de/10013542217
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Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
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Yu, Jun
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Zhang, Chen
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2022
Persistent link: https://www.econbiz.de/10013542219
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