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