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Research on the Nonlinear Cointegration for Vector Fractional Integration Series

Xi Cheng

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Abstract

This paper studies the problem of Fractional Integration (FI) time series. Furthermore, it also studies the concept of fractional nonlinear cointegrated for multivariate nonstationary time series. Some important results are given in the paper.

About this research paper

What this paper is about

This paper studies the problem of Fractional Integration (FI) time series. Furthermore, it also studies the concept of fractional nonlinear cointegrated for multivariate nonstationary time series. Some important results are given in the paper.

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Available abstract

This paper studies the problem of Fractional Integration (FI) time series. Furthermore, it also studies the concept of fractional nonlinear cointegrated for multivariate nonstationary time series. Some important results are given in the paper.

Key concepts: Series (stratigraphy), Cointegration, Nonlinear system, Order of integration (calculus), Applied mathematics, Multivariate statistics, Mathematics, Econometrics

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