Details about Won-Ki Seo

Access statistics for papers by Won-Ki Seo.

Last updated 2021-01-28. Update your information in the RePEc Author Service.

Short-id: pse711

Working Papers

2023

1. Functional Principal Component Analysis for Cointegrated Functional Time Series
   Papers, arXiv.org View citations (1)

2020

2. Inference on the dimension of the nonstationary subspace in functional time series
   Working Paper, Economics Department, Queen's University View citations (1)
3. Tail behavior of stopped L\'evy processes with Markov modulation
   Papers, arXiv.org

2019

4. Representation of I(1) and I(2) autoregressive Hilbertian processes
   Papers, arXiv.org View citations (1)
   See also Journal Article REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES, Econometric Theory, Cambridge University Press (2020) View citations (2) (2020)

Journal Articles

2020

1. REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES
   Econometric Theory, 2020, 36, (5), 773-802 View citations (2)
   See also Working Paper Representation of I(1) and I(2) autoregressive Hilbertian processes, Papers (2019) View citations (1) (2019)

2019

2. Cointegrated linear processes in Bayes Hilbert space
   Statistics & Probability Letters, 2019, 147, (C), 90-95 View citations (7)

2017

3. Cointegrated Linear Processes in Hilbert Space
   Journal of Time Series Analysis, 2017, 38, (6), 1010-1027 View citations (12)