Approximate state space modelling of unobserved fractional components (Q5862511)
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scientific article; zbMATH DE number 7486322
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate state space modelling of unobserved fractional components |
scientific article; zbMATH DE number 7486322 |
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Approximate state space modelling of unobserved fractional components (English)
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9 March 2022
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fractional cointegration
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long memory
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state space
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unobserved components
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