Granger's Representation Theorem: A Closed-Form Expression for I(1) Processes

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Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (2008, unknown): “…of the companion form, where the I (1) condition is formulated as the absence of Jordan blocks (corresponding to the unit root) of order two in the companion form of the matrix polynomial, see Archontakis (1998), Gregoir (1999), Bauer and Wagner (2005), and Hansen (2005) for further details.”
Realized Variance and Market Microstructure Noise (2006, methodology): “While the Granger representation theorem is an algebraic result that does not rely on distributional assumptions, interpretations drawn from it do rely on additional assumptions, see Hansen (2005).”