scientific article; zbMATH DE number 1067786

zbMath0898.90049MaRDI QIDQ4358405

Riccardo Lucchetti

Publication date: 20 November 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

spectral decompositionGranger representationcointegrating vector autoregressive systemcompanion form representation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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