Polynomial Cointegration Between Stationary Processes With Long Memory
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Publication:3505338
DOI10.1111/j.1467-9892.2007.00540.xzbMath1150.62036arXivmath/0607150MaRDI QIDQ3505338
Marco Avarucci, Domenico Marinucci
Publication date: 18 June 2008
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0607150
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
33C90: Applications of hypergeometric functions
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Cites Work
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