COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
نویسندگان
چکیده
منابع مشابه
SHIFT OPERATOR FOR PERIODICALLY CORRELATED PROCESSES
The existence of shift for periodically correlated processes and its boundedness are investigated. Spectral criteria for these non-stationary processes to have such shifts are obtained.
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the existence of shift for periodically correlated processes and its boundedness are investigated. spectral criteria for these non-stationary processes to have such shifts are obtained.
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 2007
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466608080079