Poskitt D.S.

D.S. Poskitt

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Found 2 papers in total
On the specification of cointegrated autoregressive moving-average forecasting systems
On the specification of cointegrated autoregressive moving-average forecasting systems
2003
This paper discusses equilibrium correction, echelon canonical form vector...
Markov chain models, time series analysis and extreme value theory
Markov chain models, time series analysis and extreme value theory
1996
Markov chain processes are becoming increasingly popular as a means of modelling...
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