Pages that link to "Item:Q5397673"
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The following pages link to A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES (Q5397673):
Displayed 7 items.
- Cointegration analysis with state space models (Q1633206) (← links)
- Cointegration in singular ARMA models (Q1673429) (← links)
- Testing for cointegration in \(I(1)\) state space systems via a finite order approximation (Q1787431) (← links)
- Periodic and seasonal (co-)integration in the state space framework (Q2328546) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- On cointegration for processes integrated at different frequencies (Q5095290) (← links)
- A general inversion theorem for cointegration (Q5860964) (← links)