On the Definitions of (Co-)integration (Q4956021): Difference between revisions

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Latest revision as of 00:12, 20 March 2024

scientific article; zbMATH DE number 1452426
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On the Definitions of (Co-)integration
scientific article; zbMATH DE number 1452426

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    On the Definitions of (Co-)integration (English)
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    24 May 2000
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    time series analysis
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    fractional integration
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    cointegration
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    ARMA decomposition
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    composite hypotheses
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