Pages that link to "Item:Q2886959"
From MaRDI portal
The following pages link to The integration order of vector autoregressive processes (Q2886959):
Displaying 8 items.
- A characterization of vector autoregressive processes with common cyclical features (Q737947) (← links)
- An algebraic interpretation of cointegration (Q1978765) (← links)
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
- THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS (Q3210028) (← links)
- A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS (Q3580638) (← links)
- (Q5326961) (← links)
- REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES (Q5859554) (← links)
- A general inversion theorem for cointegration (Q5860964) (← links)