Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231): Difference between revisions
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scientific article
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English | Frequency domain estimation of temporally aggregated Gaussian cointegrated systems |
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Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (English)
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2 May 2016
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temporal aggregation
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cointegration
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continuous time
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frequency domain
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Gaussian estimation
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