Polynomial Cointegration Between Stationary Processes With Long Memory (Q3505338)

From MaRDI portal
Revision as of 23:20, 12 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q311148)
scientific article
Language Label Description Also known as
English
Polynomial Cointegration Between Stationary Processes With Long Memory
scientific article

    Statements

    title
    Polynomial Cointegration Between Stationary Processes With Long Memory (English)
    0 references
    author
    Marco Avarucci
    0 references
    publication date
    18 June 2008
    0 references
    zbMATH Keywords
    nonlinear cointegration
    0 references
    Hermite polynomials
    0 references
    spectral regression
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62M10
    0 references
    62M15
    0 references
    33C90
    0 references
    zbMATH DE Number
    5290246
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3505338&oldid=20904450"
    Powered by MediaWiki