Multiple Time Series Regression with Integrated Processes (Q3734921)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple Time Series Regression with Integrated Processes |
scientific article |
Statements
Multiple Time Series Regression with Integrated Processes (English)
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1986
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ARIMA
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vector autoregression
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hypothesis testing
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invariance principle
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multiple time series
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integrated process
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