Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes
Publikation: Working paper › Forskning
Standard
Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes. / Johansen, Søren.
Department of Applied Mathematics and Statistics, 2005. s. 1-23.Publikation: Working paper › Forskning
Harvard
Johansen, S 2005 'Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes' Department of Applied Mathematics and Statistics, s. 1-23.
APA
Johansen, S. (2005). Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes. (s. 1-23).
Vancouver
Johansen S. Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes. Department of Applied Mathematics and Statistics. 2005, s. 1-23.
Author
Bibtex
@techreport{59d4740074c011dbbee902004c4f4f50,
title = "Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes",
author = "S{\o}ren Johansen",
year = "2005",
language = "English",
pages = "1--23",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes
AU - Johansen, Søren
PY - 2005
Y1 - 2005
M3 - Working paper
SP - 1
EP - 23
BT - Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes
CY - Department of Applied Mathematics and Statistics
ER -
ID: 44499