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Fractionally integrated curve time series with cointegration
v1v2 (latest)

Fractionally integrated curve time series with cointegration

Electronic Journal of Statistics (EJS), 2022
8 December 2022
Won-Ki Seo
H. Shang
ArXiv (abs)PDFHTMLGithub

Papers citing "Fractionally integrated curve time series with cointegration"

1 / 1 papers shown
Functional Principal Component Analysis for Cointegrated Functional Time
  Series
Functional Principal Component Analysis for Cointegrated Functional Time SeriesJournal of Time Series Analysis (JTSA), 2020
Won-Ki Seo
797
12
0
25 Nov 2020
1
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