Continuous time autoregressive models with common stochastic trends (Q1104688): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q451264 |
||
| Property / author | |||
| Property / author: Andrew C. Harvey / rank | |||
Revision as of 06:13, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous time autoregressive models with common stochastic trends |
scientific article |
Statements
Continuous time autoregressive models with common stochastic trends (English)
0 references
1988
0 references
autoregressive models
0 references
common stochastic trends
0 references
multivariate continuous time model
0 references
system of higher-order autoregressive stochastic differential equations
0 references
algorithm
0 references
stationary disturbances
0 references
