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On non-stationary solutions to MSDDEs: representations and the cointegration space - MaRDI portal

On non-stationary solutions to MSDDEs: representations and the cointegration space (Q2309601)

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On non-stationary solutions to MSDDEs: representations and the cointegration space
scientific article

    Statements

    title
    On non-stationary solutions to MSDDEs: representations and the cointegration space (English)
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    publication date
    1 April 2020
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    zbMATH Keywords
    cointegration
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    error correction form
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    Granger representation theorem
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    multivariate CARMA processes
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    multivariate SDDEs
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    non-stationary processes
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    cites work
    Q5653133
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    Q2744679
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    Q4340096
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    Q3314684
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    Q4010436
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60G10
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    60H05
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    60G12
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    zbMATH DE Number
    7184329
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    OpenAlex ID
    W2973400298
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    arXiv ID
    1903.02066
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    Wikidata QID
    Q127227265
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