INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES
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Publication:6156583
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
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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