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On the residues vectors of a rational class of complex functions. Application to autoregressive processes

Published 12 Jul 2019 in econ.EM | (1907.05949v1)

Abstract: Complex functions have multiple uses in various fields of study, so analyze their characteristics it is of extensive interest to other sciences. This work begins with a particular class of rational functions of a complex variable; over this is deduced two elementals properties concerning the residues and is proposed one results which establishes one lower bound for the p-norm of the residues vector. Applications to the autoregressive processes are presented and the exemplifications are indicated in historical data of electric generation and econometric series.

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