Asymptotic analysis of non-periodical cointegration with high seasonals

DOI10.1007/s40590-018-0201-2zbMath1422.62280OpenAlexW2802056523MaRDI QIDQ2316792

Nelson Muriel, David A. Dickey, Graciela M. González-Farías

Publication date: 7 August 2019

Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40590-018-0201-2

zbMATH Keywords

periodicityasymptotic approximationcointegrationnonstationarity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Parametric hypothesis testing (62F03) Applications of statistics to environmental and related topics (62P12) Time series analysis of dynamical systems (37M10)

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