Pages that link to "Item:Q5706716"
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The following pages link to Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716):
Displayed 4 items.
- THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES (Q2886959) (← links)
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
- A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES (Q5397673) (← links)
- Dynamic adjustment cost models with forward‐looking behaviour (Q5469918) (← links)