Asymptotics for weighted periodic transformations of integrated time series (Q5256014)
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scientific article; zbMATH DE number 6448040
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| English | Asymptotics for weighted periodic transformations of integrated time series |
scientific article; zbMATH DE number 6448040 |
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22 June 2015
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asymptotic theory
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cointegration
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integrated process
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nonlinear time series
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periodic transformation
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0.8181747198104858
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0.8181747198104858
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0.766045093536377
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0.7609009742736816
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