Polynomial Cointegration Between Stationary Processes With Long Memory (Q3505338): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: math/0607150 / rank | |||
Normal rank | |||
Revision as of 16:06, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Polynomial Cointegration Between Stationary Processes With Long Memory |
scientific article |
Statements
Polynomial Cointegration Between Stationary Processes With Long Memory (English)
0 references
18 June 2008
0 references
nonlinear cointegration
0 references
Hermite polynomials
0 references
spectral regression
0 references
