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

DOI10.1017/s0266466622000111OpenAlexW2966937180MaRDI QIDQ6156583

Morten Ørregaard Nielsen, Dakyung Seong, Won-Ki Seo

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)

Related Items (2)

Fredholm inversion around a singularity: application to autoregressive time series in Banach space ⋮ Functional principal component analysis for cointegrated functional time series

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