Alternative proof of Granger's representation theorem for I(1) systems through Jordan matrices

Authors
Archontakis, Frangiskos
Citation
Frangiskos Archontakis, Alternative proof of Granger's representation theorem for I(1) systems through Jordan matrices, Journal of the italian statistical society, 7(2), 1998, pp. 111-127
Journal title
Journal of the italian statistical society
ISSN journal
11219130 → ACNP
Volume
7
Issue
2
Year of publication
1998
Pages
111 - 127
Database
ESSPER
SICI code
1121-9130(1998)7:2<111:APOGRT>2.0.ZU;2-5