INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES

DOI10.1017/S0266466622000111MaRDI QIDQ6156583zbMATH OpenOpenAlexFDO

Authors Morten Ørregaard Nielsen, Won-Ki Seo, Dakyung Seong

Publication date 13 June 2023

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466622000111

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(4)

• Frequency domain theory for functional time series: variance decomposition and an invariance principle
• Fredholm inversion around a singularity: application to autoregressive time series in Banach space
• Functional principal component analysis for cointegrated functional time series
• Fractionally integrated curve time series with cointegration

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