15 citations · 32 across the 10 of their papers we have counts for
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math.ST2017★ 3 cited
Cointegrated Density-Valued Linear Processes
Won-Ki Seo
In data rich environments we may sometimes deal with time series that are probability density-function valued, such as observations of cross-sectional income distributions over tim…
math.ST2017★ 15 cited
Representation of I(1) and I(2) autoregressive Hilbertian processes
Brendan K. Beare, Won-Ki Seo
We extend the Granger-Johansen representation theorems for I(1) and I(2) vector autoregressive processes to accommodate processes that take values in an arbitrary complex separable…