Near-integration and deterministic trends
type: Item
instance of: scholarly article
title: Near-integration and deterministic trends
zbMATH Open document ID: 0936.62098
DOI: 10.1007/BF02925216
published in: Statistical Papers
publication date: 2000-05-18T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1078062
zbMATH Keywords: unit roots
zbMATH Keywords: near integration
zbMATH Keywords: Brownian motion
zbMATH Keywords: Ornstein-Uhlenbeck processes
zbMATH Keywords: asymptotic theory
zbMATH Keywords: time series
author: Niels Haldrup
author: Svend Hylleberg
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1078062