2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/162350n this paper we consider polynomial cointegrating relationships among 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 zero25 pages, 7 figures. Submitted in August 2005Statistics Theory62M15 (Primary), 62M10, 60G10 (Secondary)text