scientific article
zbMath1358.00115MaRDI QIDQ2971496
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Publication date: 5 April 2017
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
model selectioncointegrationfractional integrationforecastingGranger causalitynon-linearityClive Granger
Inference from stochastic processes and prediction (62M20) Statistical methods; risk measures (91G70) Fractional processes, including fractional Brownian motion (60G22) Economic time series analysis (91B84) Biographies, obituaries, personalia, bibliographies (01A70) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Prediction theory (aspects of stochastic processes) (60G25)
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