Nonlinear cointegration and time series analysis represent a dynamic area of research that extends the classical framework of cointegration by allowing the long-run equilibrium relationships among ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 47, No. 4 (December/décembre 2019), pp. 668-687 (20 pages) In this article, a semiparametric time-varying nonlinear vector ...
1. Difference Equations -- 2. Lag Operators -- 3. Stationary ARMA Processes -- 4. Forecasting -- 5. Maximum Likelihood Estimation -- 6. Spectral Analysis -- 7 ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback