On the relationship between the theory of cointegration and the theory of phase synchronization
The theory of cointegration has been a leading theory in econometrics with powerful applications to macroeconomics during the last decades. On the other hand, the theory of phase synchronization for weakly coupled complex oscillators has been one of the leading theories in physics for many years wit...
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| Hauptverfasser: | , , |
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| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
13 August 2018
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| In: |
Statistical science
Year: 2018, Jahrgang: 33, Heft: 3, Pages: 334-357 |
| ISSN: | 2168-8745 |
| DOI: | 10.1214/18-STS659 |
| Online-Zugang: | Resolving-System, Volltext: http://dx.doi.org/10.1214/18-STS659 Verlag, Volltext: http://projecteuclid.org/euclid.ss/1534147227 
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| Verfasserangaben: | Rainer Dahlhaus, István Z. Kiss and Jan C. Neddermeyer |
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On the relationship between the theory of cointegration and the theory of phase synchronization
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