Assessing Persistence In Discrete Nonstationary Time‐Series Models (Q5467605): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(5 intermediate revisions by 4 users not shown) | |||
Property / author | |||
Property / author: Q374832 / rank | |||
Property / author | |||
Property / author: B. P. M. McCabe / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00402.x / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2116144229 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Long memory processes and fractional integration in econometrics / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: What is a linear process? / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Closure of linear processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: An introduction to stochastic unit-root processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stochastic cointegration: estimation and inference. / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3323077 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4692920 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5771090 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 14:34, 24 June 2024
scientific article; zbMATH DE number 5026132
Language | Label | Description | Also known as |
---|---|---|---|
English | Assessing Persistence In Discrete Nonstationary Time‐Series Models |
scientific article; zbMATH DE number 5026132 |
Statements
Assessing Persistence In Discrete Nonstationary Time‐Series Models (English)
0 references
24 May 2006
0 references
Cramér representation
0 references
stochastic unit root model
0 references
stochastic integration
0 references
impulse response
0 references
variance ratio
0 references