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20172026
most citedRepresentation of I(1) and I(2) autoregressive Hilbertian processes

15 citations · 32 across the 10 of their papers we have counts for

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math.FA2023

Fredholm inversion around a singularity: application to autoregressive time series in Banach space

Won-Ki Seo

This paper consider inverting a holomorphic Fredholm operator pencil. Specifically, we provide necessary and sufficient conditions for the inverse of a holomorphic Fredholm operato…

math.FA2017

Cointegration and Representation of Cointegrated Autoregressive Processes in Banach Spaces

Won-Ki Seo

We extend the notion of cointegration for time series taking values in a potentially infinite dimensional Banach space. Examples of such time series include stochastic processes in…