Cointegrated Linear Processes in Hilbert Space

On the CLT for discrete Fourier transforms of functional time series

(2017) Clément Cerovecki et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Nonstationarity in time series of state densities

(2016) Yoosoon Chang et al.   JOURNAL OF ECONOMETRICS

Functional prediction of intraday cumulative returns

(2012) Piotr Kokoszka et al.   STATISTICAL MODELLING

A FUNCTIONAL VERSION OF THE ARCH MODEL

(2012) Siegfried Hörmann et al.   ECONOMETRIC THEORY

LONG MEMORY SERIES WITH ATTRACTORS

(2010) Clive W. J. Granger et al.   OXFORD BULLETIN OF ECONOMICS AND STATISTICS

DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

(2010) C. W. J Granger   OXFORD BULLETIN OF ECONOMICS AND STATISTICS

Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes

(2009) Søren Johansen   Econometric Reviews

Curve forecasting by functional autoregression

(2008) V. Kargin et al.   JOURNAL OF MULTIVARIATE ANALYSIS