Spectral analysis of fractionally cointegrated systems (Q1927489): Difference between revisions

@@ Property / DOI @@
-.1016/j.econlet.2003.10.017
@@ Property / DOI: 10.1016/j.econlet.2003.10.017 / rank @@
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+https://doi.org/10.1016/j.econlet.2003.10.017
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+W3125498299
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@@ Property / cites work @@
+Q3947020
@@ Property / cites work: Q3947020 / rank @@
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@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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@@ Property / cites work @@
+Q4778193
@@ Property / cites work: Q4778193 / rank @@
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@@ Property / cites work @@
+Cointegration in frequency domain
@@ Property / cites work: Cointegration in frequency domain / rank @@
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@@ Property / cites work @@
+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
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@@ Property / cites work @@
+Q4015741
@@ Property / cites work: Q4015741 / rank @@
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+Testing for cointegration using principal components methods
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@@ Property / cites work @@
+Q3323077
@@ Property / cites work: Q3323077 / rank @@
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@@ Property / cites work @@
+Determination of cointegrating rank in fractional systems.
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@@ Property / cites work @@
+Nonparametric frequency domain analysis of nonstationary multivariate time series
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@@ Property / DOI @@
+.1016/J.ECONLET.2003.10.017
@@ Property / DOI: 10.1016/J.ECONLET.2003.10.017 / rank @@
+Normal rank