Augmenting processes with decision intelligence: Principles for integrated modelling
نویسندگان
چکیده
منابع مشابه
Invariance principles for fractionally integrated nonlinear processes
Invariance principles (or functional central limit theorems) play an important role in econometrics and statistics. For example, to obtain asymptotic distributions of unit-root test statistics, researchers have applied invariance principles of various forms; see [24, 30, 40] among others. The primary goal of this paper is to establish invariance principles for a class of fractionally integrated...
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ژورنال
عنوان ژورنال: Decision Support Systems
سال: 2018
ISSN: 0167-9236
DOI: 10.1016/j.dss.2017.12.008