Summability of stochastic processes : a generalization of integration for non-linear processes
Year of publication: |
2014
|
---|---|
Authors: | Berenguer-Rico, Vanessa ; Gonzalo, Jesús |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 331-341
|
Subject: | Co-integration | Co-summability | Integrated processes | Non-linear balanced relationships | Non-linear processes | Summability | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration |
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