Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429)

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scientific article; zbMATH DE number 1437073
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    Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
    scientific article; zbMATH DE number 1437073

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      Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (English)
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      2000
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      Cointegration
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      Linear stochastic comovement
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      Markov processes
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      Nonlinearities
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