Fractionally integrated curve time series with cointegration (Q6635575)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fractionally integrated curve time series with cointegration |
scientific article; zbMATH DE number 7941328
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fractionally integrated curve time series with cointegration |
scientific article; zbMATH DE number 7941328 |
Statements
Fractionally integrated curve time series with cointegration (English)
0 references
12 November 2024
0 references
fractional cointegration
0 references
long-memory time series
0 references
functional data
0 references
functional principal component analysis
0 references
limit theorems
0 references
0 references
0 references
0 references
0 references
0 references
0.8186922073364258
0 references
0.8140614032745361
0 references
0.8125723600387573
0 references
0.811328113079071
0 references
0.810123860836029
0 references