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math.SP2025
Inversion of an analytic operator function through Fredholm quotients and its application
Won-Ki Seo
We characterize the inverse of an analytic Fredholm operator-valued function A(z) near an isolated singularity within a general Banach space framework. Our approach relies on the s…
econ.EM2025
Functional Linear Projection and Impulse Response Analysis
Won-Ki Seo, Dakyung Seong
This paper proposes econometric methods for studying how economic variables respond to function-valued shocks. Our methods are developed based on linear projection estimation of pr…
stat.ME2025
Testing for integer integration in functional time series
Won-Ki Seo, Han Lin Shang
We develop a statistical testing procedure to examine whether the curve-valued time series of interest is integrated of order d for an integer d. The proposed procedure can disting…