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

Johansen, Søren. / Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes. Department of Applied Mathematics and Statistics, 2005. s. 1-23

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