A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes

Publikation: Working paper › Forskning

Standard

A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes. / Johansen, Søren.

Department of Applied Mathematics and Statistics, 2005. s. 1-22.

Publikation: Working paper › Forskning

Harvard

Johansen, S 2005 'A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes' Department of Applied Mathematics and Statistics, s. 1-22.

APA

Johansen, S. (2005). A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes. (s. 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, s. 1-22.

Author

Johansen, Søren. / A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes. Department of Applied Mathematics and Statistics, 2005. s. 1-22

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