Analysis of cointegrated VARMA processes (Q1371369)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Analysis of cointegrated VARMA processes |
scientific article |
Statements
Analysis of cointegrated VARMA processes (English)
0 references
28 October 1997
0 references
cointegration
0 references
error correction model
0 references
vector autoregressive moving average
0 references
echelon form
0 references
Kronecker indices
0 references