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Fractionally integrated curve time series with cointegration - MaRDI portal

Fractionally integrated curve time series with cointegration (Q6635575)

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scientific article; zbMATH DE number 7941328
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English
Fractionally integrated curve time series with cointegration
scientific article; zbMATH DE number 7941328

    Statements

    Fractionally integrated curve time series with cointegration (English)
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    12 November 2024
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    fractional cointegration
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    long-memory time series
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    functional data
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    functional principal component analysis
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    limit theorems
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