Fredholm inversion around a singularity: application to autoregressive time series in Banach space

DOI10.3934/era.2023252arXiv2304.03989MaRDI QIDQ6153140

Won-Ki Seo

Publication date: 13 February 2024

Published in: Electronic Research Archive (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2304.03989

zbMATH Keywords

operator pencilsanalytic Fredholm theoremlinear time-invariant dynamical systemsGranger-Johansen representation theorem

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx) General theory of linear operators (47Axx)

Cites Work

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• A general inversion theorem for cointegration
• INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES
• Functional principal component analysis for cointegrated functional time series

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