activity
20202026
most citedForecasting intraday financial time series with sieve bootstrapping and dynamic updating

2 citations · 2 across the 18 of their papers we have counts for

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17 papers · 1 filter

stat.ME2026

Robust spatial scalar-on-function regression: A Fisher-consistent redescending M-estimation approach

Muge Mutis, Ufuk Beyaztas, Han Lin Shang

We develop a Fisher-consistent redescending robust estimator for the spatial scalar-on-function regression model, where a scalar response depends on both a functional predictor and…

stat.ME2026

Attribution of Spurious Factors from High-Dimensional Functional Time Series

Adam Nie, Yanrong Yang, Han Lin Shang +1

This article explores a general factor structure for high-dimensional nonstationary functional time series, encompassing a wide range of factor models studied in the existing liter…

stat.ME2025

Penalized spatial function-on-function regression

Ufuk Beyaztas, Han Lin Shang, Gizel Bakicierler Sezer

The function-on-function regression model is fundamental for analyzing relationships between functional covariates and responses. However, most existing function-on-function regres…

stat.ME2025

Spatial Scalar-on-Function Quantile Regression Model

Muge Mutis, Ufuk Beyaztas, Filiz Karaman +1

This paper introduces a novel spatial scalar-on-function quantile regression model that extends classical scalar-on-function models to account for spatial dependence and heterogene…

stat.ME2025

Extending finite mixture models with skew-normal distributions and hidden Markov models for time series

Andrea Nigri, Marco Forti, Han Lin Shang

We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability…

stat.ME2025

Stock Return Prediction based on a Functional Capital Asset Pricing Model

Ufuk Beyaztas, Kaiying Ji, Han Lin Shang +1

The capital asset pricing model (CAPM) is readily used to capture a linear relationship between the daily returns of an asset and a market index. We extend this model to an intrada…