Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081)

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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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