Asymptotic inference results for multivariate long‐memory processes (Q3156191): Difference between revisions

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Latest revision as of 09:31, 30 July 2024

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Asymptotic inference results for multivariate long‐memory processes
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    Asymptotic inference results for multivariate long‐memory processes (English)
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    6 January 2005
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    vector fractionally integrated processes
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    fractional cointegration
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    Granger causality
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    permanent income hypothesis
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