Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

We analyze a time series of global temperature anomaly distributions to identify and
estimate persistent features in climate change. We employ a formal test for the existence of …

This article defines the class of H-valued autoregressive (AR) processes with a unit root of
finite type, where H is a possibly infinite-dimensional separable Hilbert space, and derives a …

We develop versions of the Granger–Johansen representation theorems for I (1) and I (2)
vector autoregressive processes that apply to processes taking values in an arbitrary …

Cointegrated linear processes in Bayes Hilbert space - ScienceDirect Skip to main contentSkip
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A generalization of the Granger and the Johansen Representation Theorems valid for any
(possibly fractional) order of integration is presented. This Representation Theorem is based …

Data can be assumed to be continuous functions defined on an infinite-dimensional space
for many phenomena. However, the infinite-dimensional data might be driven by a small …

Many empirical studies document power law behavior in size distributions of economic
interest such as cities, firms, income, and wealth. One mechanism for generating such …

We address the problem of trend estimation for functional time series. Existing contributions
either deal with detecting a functional trend or assuming a simple model. They consider …

Nonstationary fractionally integrated functional time series Page 1 Bernoulli 29(2), 2023,
1505–1526 https://doi.org/10.3150/22-BEJ1508 Nonstationary fractionally integrated …