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dc.contributor.authorDeistler, Manfred-
dc.contributor.authorWagner, Martin-
dc.date.accessioned2017-02-03T11:14:06Z-
dc.date.available2017-02-03T11:14:06Z-
dc.date.issued2017-
dc.identifier.urihttp://hdl.handle.net/2003/35778-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-17804-
dc.description.abstractWe consider the cointegration properties of singular ARMA processes integrated of order one. Such processes are necessarily cointegrated as opposed to the regular case. We show that in the left coprime case the cointegrating space only depends upon the autoregressive polynomial at one.en
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB823;5, 2017en
dc.subjectcointegrationen
dc.subjectsingular ARMA systemsen
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleCointegration in singular ARMA modelsen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dc.subject.rswkCointegrationen
dc.subject.rswkARMA-Modellde
dcterms.accessRightsopen access-
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