The functional AR(1) process with a unit root
From MaRDI portal
Abstract: We define strong and weak unit roots for the functional AR(1) process and give some theoretical examples. It is shown that a functional form of cointegration occurs in which only a finite number of common trends exist. Using functional Principal Component Analysis we illustrate the presence of functional unit roots in two demographic data sets. We close with some remarks concerning our assumptions and the possibility of generalizing our results.
This page was built for publication: The functional AR(1) process with a unit root
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6268113)
