Seo, Won-Ki
- Testing for integer integration in functional time series
2025/03/31 by Seo, Won-Ki, Shang, Han Lin · 2 citations
#37M10 #62F03 #FOS: Computer and information sciences #Methodology (stat.ME)
- Fractionally integrated curve time series with cointegration
2022/12/08 by Won‐Ki Seo, Han Lin Shang, Seo, Won-Ki +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · #37M10 #62F03 #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Mathematical Dynamics and Fractals #Statistics Theory (math.ST)