MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I (Q4512735)
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scientific article; zbMATH DE number 1525745
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| English | MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I |
scientific article; zbMATH DE number 1525745 |
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MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I (English)
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23 May 2002
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integral operator algebra
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multivariate processes
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unit roots
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representation theorem
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0.89676017
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0.84125835
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