Cargando…

Universal Cointegration and Its Applications

Cointegration focuses on whether the long-term linear relationship between two or more time series is stationary even if this linear relationship does not exist or is not strong for the short term. Identifying the potential cointegration is important for economics, ecology, meteorology, neuroscience...

Descripción completa

Detalles Bibliográficos
Autores principales: Tu, Chengyi, Fan, Ying, Fan, Jianing
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6744394/
https://www.ncbi.nlm.nih.gov/pubmed/31522121
http://dx.doi.org/10.1016/j.isci.2019.08.048