Search results for "Dynamic aggregation"

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La décomposition canonique et la cointégration

1994

This paper has introduced state space models for cointegrated time series. In doing so, the notion of cointegration is slightly generalized. We develop the notion of dynamic aggregation link with error correction model and common trends.

MathématiquesError correction modelCommon trendStatistics[ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST]Intégration dynamiqueOperations researchDynamic aggregationState space[MATH.MATH-ST] Mathematics [math]/Statistics [math.ST]MathematicsEspace état
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