Cointegration, Root Functions and Minimal Bases

Unit Root and Cointegration Tests

Unit Root and Cointegration Tests with Wavelets∗

This paper develops a wavelet (spectral) approach to test the presence of a unit root in a stochastic process. The wavelet approach is appealing, since it is based directly on the different behavior of the spectra of a unit root process and that of a short memory stationary process. By decomposing the variance (energy) of the underlying process into the variance of its low frequency components ...

Minimal indices and minimal bases via filtrations

In this note we develop a new way of formulating the notions of minimal basis and minimal indices, based on the concept of a filtration of a vector space. The goal is to provide useful new tools for working with these important concepts, as well as to gain deeper insight into their fundamental nature. This approach also readily reveals a strong minimality property of minimal indices, from which...

Computing minimal interpolation bases

We consider the problem of computing univariate polynomial matrices over a field that represent minimal solution bases for a general interpolation problem, some forms of which are the vector M-Padé approximation problem in [Van Barel and Bultheel, Numerical Algorithms 3, 1992] and the rational interpolation problem in [Beckermann and Labahn, SIAM J. Matrix Anal. Appl. 22, 2000]. Particular inst...

Bases via Minimal Generators

The concept lattice corresponding to a context may be alternatively specified by means of attribute implications. One outstanding problem in formal concept analysis and other areas is the study of the equivalences between a given set of implications and its corresponding basis (notice that there exists a wide range of approaches to basis in the literature). In this work we introduce a method to...