Authors
Phil Howlett, Brendan Beare, Massimo Franchi, John Boland, Konstantin Avrachenkov
Publication date
2023
Description
We prove a generalized Granger–Johansen representation theorem (GJRT) for finite or infinite order integrated auto-regressive time series on Banach space.
Scholar articles
P Howlett, B Beare, M Franchi, J Boland… - 2023