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stat.ME2026
Quantifying Long-Range Dependence in Object-Valued Time Series
Won-Ki Seo, Jiazhen Xu, Han Lin Shang
Object-valued time series, including distributions, covariance matrices, networks, and compositions, lack the linear structure required by conventional autocovariance-based definit…
stat.ME2020
Functional Principal Component Analysis for Cointegrated Functional Time Series
Won-Ki Seo
Functional principal component analysis (FPCA) has played an important role in the development of functional time series analysis. This note investigates how FPCA can be used to an…