Browsing Department of Mathematics by Author "Dyrhovden, Sigve Brix"
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Stochastic unit-root processes
Dyrhovden, Sigve Brix (Master thesis, 2016-06-01)In practice there are many types of processes that have near unit roots and are very difficult to distinguish from standard unit-root processes, given a finite sample. In our thesis we study a particular class of such ...