Cotrending: testing for common deterministic trends in varying means model
type: Item
instance of: scholarly article
title: Cotrending: testing for common deterministic trends in varying means model
zbMATH Open document ID: 1480.62107
author: Marie-Christine Düker
author: Vladas Pipiras
author: Raanju R. Sundararajan
published in: Journal of Multivariate Analysis
publication date: 2021-12-07T00:00:00Z
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7439795
zbMATH Keywords: asymptotic normality
zbMATH Keywords: cointegration
zbMATH Keywords: cotrending dimension and space
zbMATH Keywords: matrix rank and nullity
zbMATH Keywords: principal component analysis
zbMATH Keywords: testing
zbMATH Keywords: varying means
describes a project that uses: fda (R)
MaRDI profile type: Publication
full work available at URL: j.jmva.2021.104825
OpenAlex ID: W3198398156
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DOI: 10.1016/J.JMVA.2021.104825
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description: scientific article; zbMATH DE number 7439795