2 papers
math.FA2026
The natural components of an autoregressive time series on Banach space
Phil Howlett, Brendan K Beare
We show that an autoregressive time series on Banach space can be canonically identified with a finite direct product of self-contained and self-determined natural components defin…
econ.EM2024
The general solution to an autoregressive law of motion
Brendan K. Beare, Massimo Franchi, Phil Howlett
We provide a complete description of the set of all solutions to a vector autoregressive law of motion. Every solution is shown to be the sum of three components, each correspondin…