REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES
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Publication:5859554
DOI10.1017/S0266466619000276zbMath1462.62768arXiv1701.08149MaRDI QIDQ5859554
Publication date: 16 April 2021
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.08149
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Foundations of stochastic processes (60G05)
Related Items (7)
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION ⋮ COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES ⋮ Fredholm inversion around a singularity: application to autoregressive time series in Banach space ⋮ INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES ⋮ Functional principal component analysis for cointegrated functional time series ⋮ Nonstationary fractionally integrated functional time series ⋮ COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES
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