MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I (Q4512735)

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scientific article; zbMATH DE number 1525745
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MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I
scientific article; zbMATH DE number 1525745

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    MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I (English)
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    23 May 2002
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    integral operator algebra
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    multivariate processes
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    unit roots
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    representation theorem
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