A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS
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Publication:3580638
DOI10.1017/S0266466609990508zbMath1294.62199MaRDI QIDQ3580638
Publication date: 13 August 2010
Published in: Econometric Theory (Search for Journal in Brave)
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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