Multiple Time Series Regression with Integrated Processes (Q3734921): Difference between revisions

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Latest revision as of 00:05, 20 March 2024

scientific article
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Multiple Time Series Regression with Integrated Processes
scientific article

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    Multiple Time Series Regression with Integrated Processes (English)
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    1986
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    ARIMA
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    vector autoregression
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    hypothesis testing
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    invariance principle
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    multiple time series
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    integrated process
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