On non-stationary solutions to MSDDEs: representations and the cointegration space (Q2309601)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On non-stationary solutions to MSDDEs: representations and the cointegration space |
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Statements
On non-stationary solutions to MSDDEs: representations and the cointegration space (English)
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1 April 2020
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cointegration
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error correction form
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Granger representation theorem
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multivariate CARMA processes
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multivariate SDDEs
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non-stationary processes
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