Cointegrated Linear Processes in Hilbert Space (Q4596436)

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scientific article; zbMATH DE number 6814683
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    Cointegrated Linear Processes in Hilbert Space
    scientific article; zbMATH DE number 6814683

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      Cointegrated Linear Processes in Hilbert Space (English)
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      1 December 2017
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      cointegration
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      functional time series
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      functional autoregression
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      Granger-Johansen representation theorem
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