COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES (Q6115050)

scientific article; zbMATH DE number 7727190

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English	COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES	scientific article; zbMATH DE number 7727190

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instance of

scholarly article

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title

COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES (English)

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15 August 2023

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full work available at URL

https://arxiv.org/abs/1712.08748

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MaRDI publication profile

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cites work

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REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES

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ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS

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A general inversion theorem for cointegration

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COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES

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Q4437952

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Granger's representation theorem: A closed‐form expression for I(1) processes

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A FUNCTIONAL VERSION OF THE ARCH MODEL

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Testing stationarity of functional time series

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Robust forecasting of mortality and fertility rates: a functional data approach

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Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

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Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes

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Perturbation theory for linear operators.

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Identifiers

arXiv ID

1712.08748

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DOI

10.1017/s0266466622000172

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6115050