This paper studies functional local unit root models (FLURs) in which the autoregressive coefficient may vary with time in the vicinity of unity. We extend conventional local to unity (LUR) models by allowing the localizing coefficient to be a function which characterizes departures from unity...

Limit theory for regressions involving local to unit roots (LURs) is now used extensively in time series econometric work, establishing power properties for unit root and cointegration tests, assisting the construction of uniform confidence intervals for autoregressive coefficients, and enabling...

The paper analyzes non-negative multivariate time series which we interpret as weighted networks. We introduce a model where each coordinate of the time series represents a given edge across time. The number of time periods is treated as large compared to the size of the network. The model...