On the Definitions of (Co-)integration (Q4956021)

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scientific article; zbMATH DE number 1452426
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On the Definitions of (Co-)integration
scientific article; zbMATH DE number 1452426

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    title
    On the Definitions of (Co-)integration (English)
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    author
    Karim M. Abadir
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    Robert A. M. Taylor
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    publication date
    24 May 2000
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    zbMATH DE Number
    1452426
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    zbMATH Keywords
    time series analysis
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    fractional integration
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    cointegration
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    ARMA decomposition
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    composite hypotheses
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