3 papers
stat.ME2026
Detecting Parameter Instabilities in Functional Concurrent Linear Regression
Rupsa Basu, Sven Otto
We develop methodology to detect structural breaks in the slope function of a concurrent functional linear regression model for functional time series in . Our test is base…
econ.EM2025
Functional Factor Regression with an Application to Electricity Price Curve Modeling
Sven Otto, Luis Winter
We propose a function-on-function linear regression model for time-dependent curve data that is consistently estimated by imposing factor structures on the regressors. An integral…
econ.EM2025
Approximate Factor Models for Functional Time Series
Sven Otto, Nazarii Salish
We propose a novel approximate factor model tailored for analyzing time-dependent curve data. Our model decomposes such data into two distinct components: a low-dimensional predict…