Polynomial Cointegration Between Stationary Processes With Long Memory (Q3505338)

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Polynomial Cointegration Between Stationary Processes With Long Memory
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    title
    Polynomial Cointegration Between Stationary Processes With Long Memory (English)
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    author
    Marco Avarucci
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    Domenico Marinucci
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    publication date
    18 June 2008
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    Mathematics Subject Classification ID
    62M10
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    62M15
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    33C90
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    zbMATH DE Number
    5290246
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    zbMATH Keywords
    nonlinear cointegration
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    Hermite polynomials
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    spectral regression
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    OpenAlex ID
    W3122104235
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    arXiv ID
    math/0607150
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