scientific article; zbMATH DE number 1098831

MaRDI QIDQ4369003zbMATH OpenFDO

Authors Clive W. J. Granger, Jin-Lung Lin

Publication date 20 September 1998

zbMATH Keywords

cointegrationconjugate processeswhite noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Conjugate processes: theory and application to risk forecasting
• Una familia de distribuciones conjugadas para un proceso ARE (1)
• scientific article; zbMATH DE number 1984177
• Analysis of cointegrated VARMA processes
• Efficient tests for the presence of a pair of complex conjugate unit roots in real time series

Cited in

(2)

• Comonotonic processes
• Conjugate processes: theory and application to risk forecasting

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4369003)