论文标题
分数整合和协整
Fractional integration and cointegration
论文作者
论文摘要
在本章中，我们概述了分数整合和协整文献中的主要思想和方法。我们不是试图对这种庞大的文献进行完整的调查，而是一种更适合于希望了解这一令人兴奋的研究领域的研究人员或研究生的介绍性待遇。以此目的，我们肯定忽略了许多相关的参考，我们提前道歉。假定，在标准研究生课程或高级本科课程的水平上，对标准时间序列方法的知识，特别是与非组织时间序列相关的方法。
In this chapter we present an overview of the main ideas and methods in the fractional integration and cointegration literature. We do not attempt to give a complete survey of this enormous literature, but rather a more introductory treatment suitable for a researcher or graduate student wishing to learn about this exciting field of research. With this aim, we have surely overlooked many relevant references for which we apologize in advance. Knowledge of standard time series methods, and in particular methods related to nonstationary time series, at the level of a standard graduate course or advanced undergraduate course is assumed.
