Seo, Won-Ki Fredholm inversion around a singularity: application to autoregressive time series in Banach space. (English) Zbl 07804374 Electron. Res. Arch. 31, No. 8, 4925-4950 (2023). MSC: 47Axx 62Mxx 62Pxx PDFBibTeX XMLCite \textit{W.-K. Seo}, Electron. Res. Arch. 31, No. 8, 4925--4950 (2023; Zbl 07804374) Full Text: DOI arXiv
Fasen-Hartmann, Vicky; Scholz, Markus Cointegrated continuous-time linear state-space and MCARMA models. (English) Zbl 1492.60079 Stochastics 92, No. 7, 1064-1099 (2020). MSC: 60F99 91B84 62M10 91G70 62P20 PDFBibTeX XMLCite \textit{V. Fasen-Hartmann} and \textit{M. Scholz}, Stochastics 92, No. 7, 1064--1099 (2020; Zbl 1492.60079) Full Text: DOI arXiv
Nielsen, Mikkel Slot On non-stationary solutions to MSDDEs: representations and the cointegration space. (English) Zbl 1435.60026 Stochastic Processes Appl. 130, No. 5, 3154-3173 (2020). MSC: 60H10 60G10 60H05 60G12 PDFBibTeX XMLCite \textit{M. S. Nielsen}, Stochastic Processes Appl. 130, No. 5, 3154--3173 (2020; Zbl 1435.60026) Full Text: DOI arXiv
Al-Sadoon, Majid M. The linear systems approach to linear rational expectations models. (English) Zbl 1390.62331 Econom. Theory 34, No. 3, 628-658 (2018). MSC: 62P20 62M10 91B84 PDFBibTeX XMLCite \textit{M. M. Al-Sadoon}, Econom. Theory 34, No. 3, 628--658 (2018; Zbl 1390.62331) Full Text: DOI
Beare, Brendan K.; Seo, Juwon; Seo, Won-Ki Cointegrated linear processes in Hilbert space. (English) Zbl 1416.62477 J. Time Ser. Anal. 38, No. 6, 1010-1027 (2017). MSC: 62M10 PDFBibTeX XMLCite \textit{B. K. Beare} et al., J. Time Ser. Anal. 38, No. 6, 1010--1027 (2017; Zbl 1416.62477) Full Text: DOI
Castle, Jennifer L.; Hendry, David F. Clive W. J. Granger and cointegration. (English) Zbl 1380.62012 Eur. J. Pure Appl. Math. 10, No. 1, 58-81 (2017). MSC: 62-03 62P20 62M10 01A70 91B84 PDFBibTeX XMLCite \textit{J. L. Castle} and \textit{D. F. Hendry}, Eur. J. Pure Appl. Math. 10, No. 1, 58--81 (2017; Zbl 1380.62012)
Dittmann, Ingolf Error correction models for fractionally cointegrated time series. (English) Zbl 1051.62072 J. Time Ser. Anal. 25, No. 1, 27-32 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 PDFBibTeX XMLCite \textit{I. Dittmann}, J. Time Ser. Anal. 25, No. 1, 27--32 (2004; Zbl 1051.62072) Full Text: DOI Link
Saikkonen, Pentti Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations. (English) Zbl 0973.62079 Econom. Theory 17, No. 2, 296-326 (2001). MSC: 62M10 62P20 62F12 62F10 PDFBibTeX XMLCite \textit{P. Saikkonen}, Econom. Theory 17, No. 2, 296--326 (2001; Zbl 0973.62079) Full Text: DOI