A REPRESENTATION THEORY FOR A CLASS OF VECTOR...

A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES

Johansen, SØren
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Volume:
24
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/S0266466608080274
Date:
June, 2008
File:
PDF, 244 KB
english, 2008
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