Fredholm inversion around a singularity: Application to autoregressive time series in Banach space

Fredholm inversion around a singularity: Application to autoregressive time series in Banach space

This paper considers inverting a holomorphic Fredholm operator pencil. Specifically, we provide necessary and sufficient conditions for the inverse of a holomorphic Fredholm operator pencil to have a simple pole and a second order pole. Based on these results, a closed-form expression of the Laurent...

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Bibliographic Details
Main Author: Won-Ki Seo
Format: Article
Language:English
Published: AIMS Press 2023-07-01
Series:Electronic Research Archive
Subjects:
operator pencils
analytic fredholm theorem
linear time-invariant dynamical systems
granger-johansen representation theorem
Online Access:https://www.aimspress.com/article/doi/10.3934/era.2023252?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/era.2023252?viewType=HTML

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