Inference on the dimension of the nonstationary subspace in functional time series
Year of publication: |
2023
|
---|---|
Authors: | Nielsen, Morten Ørregaard ; Seo, Won-Ki ; Seong, Dakyung |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 39.2023, 3, p. 443-480
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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