Polynomial Cointegration Between Stationary Processes With Long Memory (Q3505338): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3122104235 / rank | |||
Normal rank |
Revision as of 00:07, 20 March 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