Cointegrated VARIMA Models: Specification and Simulation (Q5252808)
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scientific article; zbMATH DE number 6442479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegrated VARIMA Models: Specification and Simulation |
scientific article; zbMATH DE number 6442479 |
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Cointegrated VARIMA Models: Specification and Simulation (English)
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3 June 2015
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cointegration
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simulation
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vector autoregressive integrated moving average (VARIMA) models
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