[HTML][HTML] Forecasting: theory and practice
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 …
uncertainty that surrounds the future is both exciting and challenging, with individuals and …
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
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 …
estimate persistent features in climate change. We employ a formal test for the existence of …
Cointegration in functional autoregressive processes
M Franchi, P Paruolo - Econometric Theory, 2020 - cambridge.org
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 …
finite type, where H is a possibly infinite-dimensional separable Hilbert space, and derives a …
Representation of I (1) and I (2) autoregressive Hilbertian processes
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 …
vector autoregressive processes that apply to processes taking values in an arbitrary …
Cointegrated linear processes in Bayes Hilbert space
Cointegrated linear processes in Bayes Hilbert space - ScienceDirect Skip to main contentSkip
to article Elsevier logo Journals & Books Search RegisterSign in View PDF Download full issue …
to article Elsevier logo Journals & Books Search RegisterSign in View PDF Download full issue …
[HTML][HTML] A general inversion theorem for cointegration
M Franchi, P Paruolo - Econometric Reviews, 2019 - Taylor & Francis
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 …
(possibly fractional) order of integration is presented. This Representation Theorem is based …
Nonparametric estimation of functional dynamic factor model
I Martínez-Hernández, J Gonzalo… - Journal of …, 2022 - Taylor & Francis
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 …
for many phenomena. However, the infinite-dimensional data might be driven by a small …
[PDF][PDF] Geometrically stopped Markovian random growth processes and Pareto tails
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 …
interest such as cities, firms, income, and wealth. One mechanism for generating such …
Nonparametric trend estimation in functional time series with application to annual mortality rates
I Martínez-Hernández, MG Genton - Biometrics, 2021 - academic.oup.com
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 …
either deal with detecting a functional trend or assuming a simple model. They consider …
Nonstationary fractionally integrated functional time series
D Li, PM Robinson, HL Shang - Bernoulli, 2023 - projecteuclid.org
Nonstationary fractionally integrated functional time series Page 1 Bernoulli 29(2), 2023,
1505–1526 https://doi.org/10.3150/22-BEJ1508 Nonstationary fractionally integrated …
1505–1526 https://doi.org/10.3150/22-BEJ1508 Nonstationary fractionally integrated …