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

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+Q3947020
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Q4778193
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+Cointegration in frequency domain
@@ Property / cites work: Cointegration in frequency domain / rank @@
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+Alternative forms of fractional Brownian motion
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+Q4015741
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+Testing for cointegration using principal components methods
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+Q3323077
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+Determination of cointegrating rank in fractional systems.
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+Nonparametric frequency domain analysis of nonstationary multivariate time series
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