Cointegrated Linear Processes in Hilbert Space

DOI10.1111/JTSA.12251zbMATH Open1416.62477OpenAlexW2554963940MaRDI QIDQ4596436FDOQ4596436

Authors: Brendan K. Beare, Juwon Seo, Won-Ki Seo 

Publication date: 1 December 2017

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12251

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zbMATH Keywords

cointegrationfunctional time seriesfunctional autoregressionGranger-Johansen representation theorem

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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