most citedA goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes

2 citations · 2 across the 1 of their papers we have counts for

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stat.ME2022★ 2 cited

A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes

J. Álvarez-Liébana, A. López-Pérez, W. González-Manteiga +1

High-frequency financial data can be collected as a sequence of curves over time; for example, as intra-day price, currently one of the topics of greatest interest in finance. The…