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

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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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