Vector autoregressions with unknown mixtures of \(I(0)\), \(I(1)\), and \(I(2)\) components (Q2716477)

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scientific article; zbMATH DE number 1599034
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English
Vector autoregressions with unknown mixtures of \(I(0)\), \(I(1)\), and \(I(2)\) components
scientific article; zbMATH DE number 1599034

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    23 August 2001
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    Vector autoregressions with unknown mixtures of \(I(0)\), \(I(1)\), and \(I(2)\) components (English)
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