6 citations · 6 across the 1 of their papers we have counts for
2 papers
math.ST2019
Factor Models for High-Dimensional Functional Time Series
Shahin Tavakoli, Gilles Nisol, Marc Hallin
In this paper, we set up the theoretical foundations for a high-dimensional functional factor model approach in the analysis of large cross-sections (panels) of functional time ser…
stat.ME2016★ 6 cited
Detection of periodicity in functional time series
Siegfried Hörmann, Piotr Kokoszka, Gilles Nisol
We derive several tests for the presence of a periodic component in a time series of functions. We consider both the traditional setting in which the periodic functional signal is…