The Granger-Johansen representation theorem for integrated time series on Banach space
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Publication:6507585
zbMatharXiv:2105.14393MaRDI QIDQ6507585
John Boland, Massimo Franchi, Phil G. Howlett, Brendan K. Beare, Konstantin E. Avrachenkov
Publication date: 1 January 1
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Perturbation theory of linear operators (47A55) Local spectral properties of linear operators (47A11)
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