Weak σ-convergence: Theory and applications
The concept of relative convergence, which requires the ratio of two time series to converge to unity in the long run, explains convergent behavior when series share commonly divergent stochastic or deterministic trend components. Relative convergence of this type does not necessarily hold when seri...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2019
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2284 https://ink.library.smu.edu.sg/context/soe_research/article/3283/viewcontent/Weak_Convergence_2017_pp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |