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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| English | 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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0.8195964694023132
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0.8021278381347656
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0.8017882108688354
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0.7852248549461365
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