2 papers
math.ST2025
Bounds in Wasserstein Distance for Locally Stationary Functional Time Series
Jan Nino G. Tinio, Mokhtar Z. Alaya, Salim Bouzebda
Functional time series (FTS) extend traditional methodologies to accommodate data observed as functions/curves. A significant challenge in FTS consists of accurately capturing the…
math.ST2024
Bounds in Wasserstein Distance for Locally Stationary Processes
Jan Nino G. Tinio, Mokhtar Z. Alaya, Salim Bouzebda
Locally stationary (LSPs) constitute an essential modeling paradigm for capturing the nuanced dynamics inherent in time series data whose statistical characteristics, including mea…