Continuous time autoregressive models with common stochastic trends (Q1104688)
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scientific article; zbMATH DE number 4056855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous time autoregressive models with common stochastic trends |
scientific article; zbMATH DE number 4056855 |
Statements
Continuous time autoregressive models with common stochastic trends (English)
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1988
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autoregressive models
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common stochastic trends
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multivariate continuous time model
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system of higher-order autoregressive stochastic differential equations
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algorithm
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stationary disturbances
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