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A new nonlinear asymmetric cointegration approach using error correction models.

Pär SjölanderKristofer MånssonGhazi Shukur
Published in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
  • error correction
  • error analysis
  • error detection
  • information theoretic
  • data hiding
  • error correcting
  • nonlinear models
  • video sequences
  • computer simulation
  • autoregressive