Analysis of cointegrated VARMA processes (Q1371369)
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scientific article; zbMATH DE number 1080770
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Analysis of cointegrated VARMA processes |
scientific article; zbMATH DE number 1080770 |
Statements
Analysis of cointegrated VARMA processes (English)
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28 October 1997
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cointegration
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error correction model
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vector autoregressive moving average
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echelon form
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Kronecker indices
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0.8744276762008667
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0.8422056436538696
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0.8375563621520996
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0.8329577445983887
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0.823820948600769
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