Multivariate Time Series: A Polynomial Error Correction Representation Theorem
研究了一类多元过程，通过足够次差分后得到协方差平稳过程，其Wold表示的行列式在单位圆上仅有根1，并证明了推广Granger表示定理的表示定理。
We consider a class of multivariate processes which, when differenced enough, yield covariance stationary processes whose determinants of the Wold representation have I as their only root on the unit circle. A representation theorem is proved for this class of processes that generalizes the Granger representation theorem.