• Conference Object  

      Cointegration and nonstationarity in the context of multiresolution analysis 

      Worden, K.; Cross, E. J.; Kyprianou, Andreas (Institute of Physics Publishing, 2011)
      Cointegration has established itself as a powerful means of projecting out long-term trends from time-series data in the context of econometrics. Recent work by the current authors has further established that cointegration ...