scientific article; zbMATH DE number 6193699

MaRDI QIDQ5326952zbMATH OpenFDO

Authors T. W. Anderson

Publication date 1 August 2013

zbMATH Keywords

autoregressive processeserror correction formstationarity

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(1)

• A general inversion theorem for cointegration

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