Functional coefficient autoregressive conditional root model

DOI10.1007/S11424-012-0198-YMaRDI QIDQ2391922zbMATH OpenOpenAlexFDO

Authors Jianjun Zhou, Min Chen

Publication date 5 August 2013

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-012-0198-y

zbMATH Keywords

polynomial spline functiongeometrically ergodic processfunctional coefficient autoregressive conditional root (ACR) modelreal exchange rate data analysis

Mathematics Subject Classification ID

Spline approximation (41A15) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

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Cited in

(1)

• Functional-coefficient cointegration models

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