Polynomial Cointegration Between Stationary Processes With Long Memory
研究了具有长记忆的平稳过程之间的多项式协整关系，用Hermite多项式表达回归函数，并基于频率零附近的谱回归提出估计量，证明了其一致性。
In this paper we consider polynomial cointegrating relationships between stationary processes with long range dependence.We express the regression functions in terms of Hermite polynomials and we consider a form of spectral regression around frequency zero.For these estimates, we establish consistency by means of a more general result on continuously averaged estimates of the spectral density matrix at frequency zero.