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
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Journal Articles
Working Papers
2020
- Functional Principal Component Analysis of Cointegrated Functional Time Series
Papers, arXiv.org
- Inference on the dimension of the nonstationary subspace in functional time series
Working Paper, Economics Department, Queen's University
View citations (1)
- Tail behavior of stopped L\'evy processes with Markov modulation
Papers, arXiv.org
2019
- Representation of I(1) and I(2) autoregressive Hilbertian processes
Papers, arXiv.org 
See also Journal Article in Econometric Theory (2020)
Journal Articles
2020
- REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES
Econometric Theory, 2020, 36, (5), 773-802
View citations (1)
See also Working Paper (2019)
2019
- Cointegrated linear processes in Bayes Hilbert space
Statistics & Probability Letters, 2019, 147, (C), 90-95
View citations (2)
2017
- Cointegrated Linear Processes in Hilbert Space
Journal of Time Series Analysis, 2017, 38, (6), 1010-1027
View citations (7)