On the Definitions of (Co-)integration (Q4956021)
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scientific article; zbMATH DE number 1452426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Definitions of (Co-)integration |
scientific article; zbMATH DE number 1452426 |
Statements
On the Definitions of (Co-)integration (English)
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24 May 2000
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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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