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Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series
In this paper, we consider detecting and estimating breaks in heterogeneous mean functions of high-dimensional functional time series which are allowed to be cross-sectionally correlated and temporally dependent.
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
This paper presents static and dynamic versions of univariate, multivariate, and multilevel functional time-series methods to forecast implied volatility surfaces in foreign exchange markets.
Factor-augmented Smoothing Model for Functional Data
We propose modeling raw functional data as a mixture of a smooth function and a highdimensional factor component.
Methodology Statistics Theory Statistics Theory
