Estimation of long-run parameters in unbalanced cointegration (Q2512528)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of long-run parameters in unbalanced cointegration |
scientific article |
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Estimation of long-run parameters in unbalanced cointegration (English)
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7 August 2014
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unbalanced cointegration
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long run parameters
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nonlinear least squares
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Type II fractional Brownian motion
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