A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes
Research output: Working paper › Research
Standard
A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes. / Johansen, Søren.
Department of Applied Mathematics and Statistics, 2005. p. 1-22.Research output: Working paper › Research
Harvard
Johansen, S 2005 'A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes' Department of Applied Mathematics and Statistics, pp. 1-22.
APA
Johansen, S. (2005). A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes. (pp. 1-22).
Vancouver
Johansen S. A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes. Department of Applied Mathematics and Statistics. 2005, p. 1-22.
Author
Bibtex
@techreport{59c50ab074c011dbbee902004c4f4f50,
title = "A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes",
author = "S{\o}ren Johansen",
year = "2005",
language = "English",
pages = "1--22",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes
AU - Johansen, Søren
PY - 2005
Y1 - 2005
M3 - Working paper
SP - 1
EP - 22
BT - A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes
CY - Department of Applied Mathematics and Statistics
ER -
ID: 44490