research
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12/08/2022
Fractionally integrated curve time series with cointegration
We introduce methods and theory for fractionally cointegrated curve time...
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10/25/2021
Functional instrumental variable regression with an application to estimating the impact of immigration on native wages
Functional linear regression gets its popularity as a statistical tool t...
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11/25/2020
Functional Principal Component Analysis of Cointegrated Functional Time Series
Functional principal component analysis (FPCA) has played an important r...
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12/23/2017
Cointegration and representation of integrated autoregressive processes in function spaces
We provide a suitable generalization of cointegration for time series ta...
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10/21/2017