Pages that link to "Item:Q3615081"

The following pages link to Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081):

Displaying 11 items.

• Minimax interpolation of sequences with stationary increments and cointegrated sequences (Q340812) (← links)
• Likelihood based testing for no fractional cointegration (Q736557) (← links)
• A characterization of vector autoregressive processes with common cyclical features (Q737947) (← links)
• A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
• An asymptotic invariance property of the common trends under linear transformations of the data (Q2511788) (← links)
• Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization (Q3176523) (← links)
• On causal and non‐causal cointegrated vector autoregressive time series (Q5063320) (← links)
• Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries (Q5124734) (← links)
• REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES (Q5859554) (← links)
• A general inversion theorem for cointegration (Q5860964) (← links)
• COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES (Q6115050) (← links)