LONG MEMORY SERIES WITH ATTRACTORS
LONG MEMORY SERIES WITH ATTRACTORS
About this item
Full title
Author / Creator
Publisher
Oxford, UK & Cambridge, MA: Blackwell Publishing Ltd
Journal title
Language
English
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Publication information
Publisher
Oxford, UK & Cambridge, MA: Blackwell Publishing Ltd
Subjects
More information
Scope and Contents
Contents
Attractors are characterized, the properties of series having attractors are analyzed, and the empirical aspects of these concepts are examined. The proposal can be considered to be a nonlinear generalization of the concept known as cointegration. The concept of cointegration is easily explained using characterizations of time series as being I(0)...
Alternative Titles
Full title
LONG MEMORY SERIES WITH ATTRACTORS
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_proquest_miscellaneous_37108323
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_37108323
Other Identifiers
ISSN
0305-9049
E-ISSN
1468-0084
DOI
10.1111/j.1468-0084.1991.mp53001002.x
