Matches in SemOpenAlex for { <https://semopenalex.org/work/W3105292246> ?p ?o ?g. }
- W3105292246 endingPage "802" @default.
- W3105292246 startingPage "773" @default.
- W3105292246 abstract "We extend the Granger-Johansen representation theorems for I(1) and I(2) vector autoregressive processes to accommodate processes that take values in an arbitrary complex separable Hilbert space. This more general setting is of central relevance for statistical applications involving functional time series. We first obtain a range of necessary and sufficient conditions for a pole in the inverse of a holomorphic index-zero Fredholm operator pencil to be of first or second order. Those conditions form the basis for our development of I(1) and I(2) representations of autoregressive Hilbertian processes. Cointegrating and attractor subspaces are characterized in terms of the behavior of the autoregressive operator pencil in a neighborhood of one." @default.
- W3105292246 created "2020-11-23" @default.
- W3105292246 creator A5051703009 @default.
- W3105292246 creator A5059344939 @default.
- W3105292246 date "2019-11-22" @default.
- W3105292246 modified "2023-10-17" @default.
- W3105292246 title "REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES" @default.
- W3105292246 cites W1493891012 @default.
- W3105292246 cites W1552012105 @default.
- W3105292246 cites W1580390795 @default.
- W3105292246 cites W1896992559 @default.
- W3105292246 cites W1976060868 @default.
- W3105292246 cites W1981020475 @default.
- W3105292246 cites W1993465240 @default.
- W3105292246 cites W2000542972 @default.
- W3105292246 cites W2025161033 @default.
- W3105292246 cites W2034707435 @default.
- W3105292246 cites W2040380081 @default.
- W3105292246 cites W2048575689 @default.
- W3105292246 cites W2051032441 @default.
- W3105292246 cites W2068694700 @default.
- W3105292246 cites W2079333900 @default.
- W3105292246 cites W2091369032 @default.
- W3105292246 cites W2092327885 @default.
- W3105292246 cites W2106515796 @default.
- W3105292246 cites W2108298905 @default.
- W3105292246 cites W2110603299 @default.
- W3105292246 cites W2114151293 @default.
- W3105292246 cites W2130778556 @default.
- W3105292246 cites W2131454147 @default.
- W3105292246 cites W2142844166 @default.
- W3105292246 cites W2144470901 @default.
- W3105292246 cites W2164599393 @default.
- W3105292246 cites W2170193317 @default.
- W3105292246 cites W2172169745 @default.
- W3105292246 cites W2172248403 @default.
- W3105292246 cites W2184242162 @default.
- W3105292246 cites W2235799657 @default.
- W3105292246 cites W2460770311 @default.
- W3105292246 cites W2502220281 @default.
- W3105292246 cites W2554963940 @default.
- W3105292246 cites W2724868721 @default.
- W3105292246 cites W2904727216 @default.
- W3105292246 cites W2917202005 @default.
- W3105292246 cites W2962719880 @default.
- W3105292246 cites W3121292107 @default.
- W3105292246 cites W3124131752 @default.
- W3105292246 cites W4205365047 @default.
- W3105292246 cites W4240782261 @default.
- W3105292246 doi "https://doi.org/10.1017/s0266466619000276" @default.
- W3105292246 hasPublicationYear "2019" @default.
- W3105292246 type Work @default.
- W3105292246 sameAs 3105292246 @default.
- W3105292246 citedByCount "11" @default.
- W3105292246 countsByYear W31052922462017 @default.
- W3105292246 countsByYear W31052922462020 @default.
- W3105292246 countsByYear W31052922462021 @default.
- W3105292246 countsByYear W31052922462022 @default.
- W3105292246 countsByYear W31052922462023 @default.
- W3105292246 crossrefType "journal-article" @default.
- W3105292246 hasAuthorship W3105292246A5051703009 @default.
- W3105292246 hasAuthorship W3105292246A5059344939 @default.
- W3105292246 hasBestOaLocation W31052922462 @default.
- W3105292246 hasConcept C104317684 @default.
- W3105292246 hasConcept C105795698 @default.
- W3105292246 hasConcept C12362212 @default.
- W3105292246 hasConcept C127413603 @default.
- W3105292246 hasConcept C134306372 @default.
- W3105292246 hasConcept C134949993 @default.
- W3105292246 hasConcept C149782125 @default.
- W3105292246 hasConcept C151406439 @default.
- W3105292246 hasConcept C158448853 @default.
- W3105292246 hasConcept C159877910 @default.
- W3105292246 hasConcept C17020691 @default.
- W3105292246 hasConcept C185592680 @default.
- W3105292246 hasConcept C194657046 @default.
- W3105292246 hasConcept C199360897 @default.
- W3105292246 hasConcept C202444582 @default.
- W3105292246 hasConcept C204575570 @default.
- W3105292246 hasConcept C24338571 @default.
- W3105292246 hasConcept C2778029271 @default.
- W3105292246 hasConcept C2779219991 @default.
- W3105292246 hasConcept C28826006 @default.
- W3105292246 hasConcept C33923547 @default.
- W3105292246 hasConcept C41008148 @default.
- W3105292246 hasConcept C55493867 @default.
- W3105292246 hasConcept C62799726 @default.
- W3105292246 hasConcept C70710897 @default.
- W3105292246 hasConcept C78519656 @default.
- W3105292246 hasConcept C79013869 @default.
- W3105292246 hasConcept C86339819 @default.
- W3105292246 hasConceptScore W3105292246C104317684 @default.
- W3105292246 hasConceptScore W3105292246C105795698 @default.
- W3105292246 hasConceptScore W3105292246C12362212 @default.
- W3105292246 hasConceptScore W3105292246C127413603 @default.
- W3105292246 hasConceptScore W3105292246C134306372 @default.
- W3105292246 hasConceptScore W3105292246C134949993 @default.
- W3105292246 hasConceptScore W3105292246C149782125 @default.