| dc.contributor.author | Gallego Gómez, José Luis | |
| dc.contributor.author | Díaz Vela, Carlos | |
| dc.contributor.other | Universidad de Cantabria | es_ES |
| dc.date.accessioned | 2017-04-19T07:40:23Z | |
| dc.date.available | 2017-04-19T07:40:23Z | |
| dc.date.issued | 2015 | |
| dc.identifier.issn | 0361-0918 | |
| dc.identifier.issn | 1532-4141 | |
| dc.identifier.uri | http://hdl.handle.net/10902/10853 | |
| dc.description.abstract | In this note, we show how specify cointegrated vector autoregressive-moving average models and how they can be used to generate cointegrated time series. | es_ES |
| dc.format.extent | 9 p. | es_ES |
| dc.language.iso | eng | es_ES |
| dc.publisher | Taylor and Francis Inc. | es_ES |
| dc.rights | © Taylor & Francis. This is an Accepted Manuscript of an article published by Taylor & Francis in Communications in Statistics- Simulation and Computation on 2015, available online: http://wwww.tandfonline.com/dx.doi.org/10.1080/03610918.2013.765468 | es_ES |
| dc.source | Communications in Statistics- Simulation and Computation, 2015, 44(1), 66-70 | es_ES |
| dc.title | Cointegrated VARIMA Models: specification and simulation | es_ES |
| dc.type | info:eu-repo/semantics/article | es_ES |
| dc.relation.publisherVersion | https://doi.org/10.1080/03610918.2013.765468 | es_ES |
| dc.rights.accessRights | openAccess | es_ES |
| dc.identifier.DOI | 10.1080/03610918.2013.765468 | |
| dc.type.version | acceptedVersion | es_ES |
