Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegrated dynamics for a generalized long memory process: application to interest rates |
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Cointegrated dynamics for a generalized long memory process: application to interest rates (English)
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3 September 2020
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long memory processes
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Gegenbauer process
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Dickey-Fuller tests
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cointegration
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differencing
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interest rates
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