ANALYSIS OF COEXPLOSIVE PROCESSES

DOI10.1017/S0266466609990144zbMath1191.62150MaRDI QIDQ3577705

Bent Nielsen

Publication date: 23 July 2010

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P05: Applications of statistics to actuarial sciences and financial mathematics

62H15: Hypothesis testing in multivariate analysis

62M07: Non-Markovian processes: hypothesis testing

Related Items

On causal and non‐causal cointegrated vector autoregressive time series, Finite time identification in unstable linear systems

Uses Software

• PcGive

Cites Work

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