An extension of cointegration to fractional autoregressive processes

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Original languageEnglish
Title of host publicationThe Yearbook of the Finnish Statistical Society 2010
Number of pages15
Place of PublicationHelsinki
PublisherFinnish Statistical Society
Publication date2011
Pages20-34
Publication statusPublished - 2011

ID: 33343731