Pages that link to "Item:Q1298451"

The following pages link to Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451):

Displayed 5 items.

• Inversion of regular analytic matrix functions: Local Smith form and subspace duality (Q636250) ‎ (← links)
• THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES (Q2886959) ‎ (← links)
• Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) ‎ (← links)
• A new proof of the representation theorem for I(2) processes (Q4465507) ‎ (← links)
• Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357) ‎ (← links)