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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