Convergence of the long memory Markov switching model to Brownian motion

Type ID Title Year DOI Status Imported from Authenticus? Participants Participants (Role) Participants (Affiliation) Indexing Scientific classification Institutions
Technical Report 40480 Convergence of the long memory Markov switching model to Brownian motion 2014 Version verified No
  • Changryong Baek
  • Natércia Fortuna
  • Vladas Pipiras
  • (Author)
  • (Author)
  • (Author)
  • Outra
  • FEP
  • Outra
  • FOS : Natural sciences > Mathematics
  • CORDIS : Physical sciences > Mathematics