Søren Johansen
A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes. / Johansen, Søren.
Publikation: Working paper › Forskning
}
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 -