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![]() Title:Fractional Cointegration of Geometric Functionals Conference:IMPMS 2026 Tags:Fractional Cointegration, Geometric Functionals, Long Memory and Sphere-cross-time Random Fields Abstract: In this talk, we show that geometric functionals (e.g., excursion area, boundary length) evaluated on excursion sets of sphere-cross-time long memory random fields can exhibit fractional cointegration, meaning that some of their linear combinations have shorter memory than the original vector. These results prove the existence of long-run equilibrium relationships between functionals evaluated at different threshold values; as a statistical application, we discuss a frequency-domain estimator for the Adler-Taylor metric factor, i.e., the variance of the field’s gradient. Our results are illustrated also by Monte Carlo simulations. Fractional Cointegration of Geometric Functionals ![]() Fractional Cointegration of Geometric Functionals | ||||
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