Seo, Won-Ki Cointegration and representation of cointegrated autoregressive processes in Banach spaces. (English) Zbl 07727190 Econom. Theory 39, No. 4, 737-788 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{W.-K. Seo}, Econom. Theory 39, No. 4, 737--788 (2023; Zbl 07727190) Full Text: DOI arXiv
Hörmann, Siegfried; Kuenzer, Thomas; Rice, Gregory Estimating the conditional distribution in functional regression problems. (English) Zbl 07633926 Electron. J. Stat. 16, No. 2, 5751-5778 (2022). MSC: 62G05 62G20 62J05 PDFBibTeX XMLCite \textit{S. Hörmann} et al., Electron. J. Stat. 16, No. 2, 5751--5778 (2022; Zbl 07633926) Full Text: DOI arXiv Link
Kühnert, Sebastian Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces. (English) Zbl 1504.47122 Electron. J. Stat. 16, No. 2, 4823-4862 (2022). MSC: 47N30 62M10 47B10 60G05 62J10 PDFBibTeX XMLCite \textit{S. Kühnert}, Electron. J. Stat. 16, No. 2, 4823--4862 (2022; Zbl 1504.47122) Full Text: DOI Link
Caponera, Alessia; Panaretos, Victor M. On the rate of convergence for the autocorrelation operator in functional autoregression. (English) Zbl 1524.62415 Stat. Probab. Lett. 189, Article ID 109575, 6 p. (2022). MSC: 62M10 62G20 62M20 62R10 PDFBibTeX XMLCite \textit{A. Caponera} and \textit{V. M. Panaretos}, Stat. Probab. Lett. 189, Article ID 109575, 6 p. (2022; Zbl 1524.62415) Full Text: DOI arXiv
Kühnert, Sebastian Functional ARCH and GARCH models: a Yule-Walker approach. (English) Zbl 07298078 Electron. J. Stat. 14, No. 2, 4321-4360 (2020). MSC: 47B38 60G10 62F12 PDFBibTeX XMLCite \textit{S. Kühnert}, Electron. J. Stat. 14, No. 2, 4321--4360 (2020; Zbl 07298078) Full Text: DOI Euclid
Aneiros, Germán; Cao, Ricardo; Fraiman, Ricardo; Genest, Christian; Vieu, Philippe Recent advances in functional data analysis and high-dimensional statistics. (English) Zbl 1415.62043 J. Multivariate Anal. 170, 3-9 (2019). MSC: 62H25 62G08 00B15 62-02 PDFBibTeX XMLCite \textit{G. Aneiros} et al., J. Multivariate Anal. 170, 3--9 (2019; Zbl 1415.62043) Full Text: DOI HAL