The following pages link to UNBALANCED COINTEGRATION (Q3408520):
Displaying 4 items.
- Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
- Weak convergence to a modified fractional Brownian motion (Q2931598) (← links)
- A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS (Q3580638) (← links)
- Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)