39 citations · 43 across the 5 of their papers we have counts for
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Patrice Bertail, Cécile Durot, Carlos Fernández
In this paper, we study a nonlinear cointegration-type model of the form \(Z_t = f_0(X_t) + W_t\) where \(f_0\) is a monotone function and \(X_t\) is a Harris recurrent Markov chai…