Pages that link to "Item:Q1305667"
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The following pages link to Discrete and continuous time cointegration (Q1305667):
Displaying 11 items.
- Estimation of continuous and discrete time co-integrated systems with stock and flow variables (Q2046060) (← links)
- On non-stationary solutions to MSDDEs: representations and the cointegration space (Q2309601) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- Cointegration and sampling frequency (Q3018501) (← links)
- Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
- ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY (Q3377452) (← links)
- STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER (Q3377453) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- Asymptotic F test in regressions with observations collected at high frequency over long span (Q6108300) (← links)
