A note on the embeddability conditions in the case of integrated carma (2, 1) stochastic process with single and double zero roots

Andrić, Vladimir and Nenadović, Sanja (2024) A note on the embeddability conditions in the case of integrated carma (2, 1) stochastic process with single and double zero roots. Journal of time series analysis. ISSN 1467-9892

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Item Type: Article
Additional Information: COBISS.ID=141506825
Uncontrolled Keywords: DARIMA process, CARIMA process, embeddability conditions, stock variables
Research Department: Economic Theory
Depositing User: Jelena Banovic
Date Deposited: 09 Apr 2024 11:12
Last Modified: 09 Apr 2024 11:12
URI: http://35.240.28.64/id/eprint/2041
Author Links: [error in script] No links available.

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