High-Dimensional Cointegration and Kuramoto Inspired Systems
DOI10.1137/22m1509771arXiv2208.06819WikidataQ130004138 ScholiaQ130004138MaRDI QIDQ6144491
Unnamed Author, Anders Rahbek, Susanne Ditlevsen
Publication date: 29 January 2024
Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.06819
Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Generation, random and stochastic difference and differential equations (37H10) Simulation of dynamical systems (37M05)
Cites Work
- Chemical oscillations, waves, and turbulence
- Structured low rank approximation
- Oscillating systems with cointegrated phase processes
- Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- Alternative Asymptotics for Cointegration Tests in Large VARs
- Some Metric Inequalities in the Space of Matrices
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