Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes |
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Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (English)
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17 March 2009
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error correction models
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fractional autoregressive model
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Granger representation
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integration of order 1 and 2
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