A characterization of vector autoregressive processes with common cyclical features (Q737947)
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scientific article; zbMATH DE number 6616568
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of vector autoregressive processes with common cyclical features |
scientific article; zbMATH DE number 6616568 |
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A characterization of vector autoregressive processes with common cyclical features (English)
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12 August 2016
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multiple time series
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common cycles
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cointegration
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I(1)
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I(2)
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