Pages that link to "Item:Q5706716"

The following pages link to Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716):

Displayed 3 items.

• THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES (Q2886959) ‎ (← links)
• Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) ‎ (← links)
• Dynamic adjustment cost models with forward‐looking behaviour (Q5469918) ‎ (← links)