On the Definitions of (Co-)integration (Q4956021): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 19:11, 5 March 2024
scientific article; zbMATH DE number 1452426
Language | Label | Description | Also known as |
---|---|---|---|
English | On the Definitions of (Co-)integration |
scientific article; zbMATH DE number 1452426 |
Statements
On the Definitions of (Co-)integration (English)
0 references
24 May 2000
0 references
time series analysis
0 references
fractional integration
0 references
cointegration
0 references
ARMA decomposition
0 references
composite hypotheses
0 references