60 citations · 60 across the 3 of their papers we have counts for
5 papers
Detecting Changes in Production Frontiers
Shakeel Gavioli-Akilagun, Yining Chen, Flavio Ziegelmann
We study the problem of estimating locations in time at which the level of technology in an economy changes when given a sequence of time ordered inputs and outputs. We approach th…
Mixing conditions of conjugate processes
Eduardo Horta, Flavio Ziegelmann
We give sufficient conditions ensuring that a -mixing property holds for the sequence of empirical CDFs associated to a conjugate process.
Identifying the Spectral Representation of Hilbertian Time Series
Eduardo Horta, Flavio Ziegelmann
We provide square-root n consistency results regarding estimation of the spectral representation of covariance operators of Hilbertian time series, in a setting with imperfect meas…
Conjugate Processes: Theory and Application to Risk Forecasting
Eduardo Horta, Flavio Ziegelmann
Many dynamical phenomena display a cyclic behavior, in the sense that time can be partitioned into units within which distributional aspects of a process are homogeneous. In this p…
Identifying the finite dimensionality of curve time series
Neil Bathia, Qiwei Yao, Flavio Ziegelmann
The curve time series framework provides a convenient vehicle to accommodate some nonstationary features into a stationary setup. We propose a new method to identify the dimensiona…