Some generalizations on the algebra of I(1) processes
type: Item
instance of: scholarly article
title: Some generalizations on the algebra of I(1) processes
zbMATH Open document ID: 0772.62065
DOI: 10.1016/0304-4076(93)90050-F
author: Luigi Ermini
author: Clive W. J. Granger
published in: Journal of Econometrics
publication date: 1993-08-25T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 60G99
zbMATH DE Number: 370490
zbMATH Keywords: polynomial transformations
zbMATH Keywords: exponential transformations
zbMATH Keywords: periodic transformations
zbMATH Keywords: nonlinear transformations of stochastic processes
zbMATH Keywords: temporal properties of nonlinear transformations
zbMATH Keywords: unified approach
zbMATH Keywords: Hermite polynomials
zbMATH Keywords: neural-network transformations
zbMATH Keywords: first-order integrated processes
describes a project that uses: nlmdl
MaRDI profile type: Publication
cites work: Q3750826
cites work: Q4113288
cites work: NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
cites work: Q5612941
cites work: Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
cites work: Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models
full work available at URL: 0304-4076(93)90050-f
OpenAlex ID: W2048086310
description: scientific article; zbMATH DE number 370490