INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES
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Publication:6156583
DOI10.1017/S0266466622000111OpenAlexW2966937180MaRDI QIDQ6156583FDOQ6156583
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
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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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