Inference for the VEC(1) model with a heavy-tailed linear process errors* (Q6082963)
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scientific article; zbMATH DE number 7773937
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| English | Inference for the VEC(1) model with a heavy-tailed linear process errors* |
scientific article; zbMATH DE number 7773937 |
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Inference for the VEC(1) model with a heavy-tailed linear process errors* (English)
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7 December 2023
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cointegration
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heavy-tailed random vector
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shrinkage estimation
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