Testing the CVAR in the Fractional CVAR Model (Q4556513)
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scientific article; zbMATH DE number 6980378
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the CVAR in the Fractional CVAR Model |
scientific article; zbMATH DE number 6980378 |
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Testing the CVAR in the Fractional CVAR Model (English)
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16 November 2018
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cointegration
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fractional integration
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likelihood inference
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vector autoregressive model
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