Dipartimento di Scienze Statistiche

Martedì 1 ottobre 2019 ore 11.30 presso la sala 34 il Professor MASSIMO FRANCHI  terrà un seminario dal titolo: AUTOREGRESSIVE PROCESSES, COINTEGRATION AND RELATED RESULTS Abstract: This talks reviews recent results on autoregressive processes and cointegration in the (possibly infinite dimensional functional) case. In particular, it provides a unified view on the relations between the representation theory of cointegrated processes of any dimension and central notions in linear algebra and operator theory, such as the local Smith form, extended canonical system of root functions, Jordan structure, Jordan chains, and Riesz projection.