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Won-ki Seo
Won-ki Seo
Verified email at sydney.edu.au - Homepage
Title
Cited by
Cited by
Year
Cointegrated linear processes in Hilbert space
BK Beare, J Seo, WK Seo
Journal of Time Series Analysis 38 (6), 1010-1027, 2017
392017
Representation of I (1) and I (2) autoregressive Hilbertian processes
BK Beare, WK Seo
Econometric Theory 36 (5), 773-802, 2020
252020
Cointegrated linear processes in Bayes Hilbert space
WK Seo, BK Beare
Statistics & Probability Letters 147, 90-95, 2019
162019
Cointegration and Representation of Cointegrated Autoregressive Processes in Banach Spaces
WK Seo
arXiv preprint arXiv:1712.08748, 2017
10*2017
Inference on the dimension of the nonstationary subspace in functional time series
M Nielsen, WK Seo, D Seong
Econometric Theory 39 (3), 443-480, 2023
92023
Tail behavior of stopped Lvy processes with Markov modulation
BK Beare, WK Seo, AA Toda
Econometric Theory 38 (5), 986-1013, 2022
92022
Representation of I (1) autoregressive Hilbertian processes. ArXiv e-print
BK Beare, WK Seo
arXiv preprint arXiv:1701.08149, 2017
62017
Functional principal component analysis of cointegrated functional time series
WK Seo
arXiv e-prints, arXiv: 2011.12781, 2020
5*2020
Cointegrated density-valued linear processes
WK Seo
arXiv preprint arXiv:1710.07792, 2017
32017
Functional instrumental variable regression with an application to estimating the impact of immigration on native wages
D Seong, WK Seo
arXiv preprint arXiv:2110.12722, 2021
22021
Fractionally integrated curve time series with cointegration
WK Seo, HL Shang
arXiv preprint arXiv:2212.04071, 2022
12022
Optimal linear prediction with functional observations: Why you can use a simple post-dimension reduction estimator
WK Seo
arXiv preprint arXiv:2401.06326, 2024
2024
Inference on common trends in functional time series
M Nielsen, WK Seo, D Seong
arXiv preprint arXiv:2312.00590, 2023
2023
Fredholm inversion around a singularity: Application to autoregressive time series in Banach space
WK Seo
Electronic Research Archive 31 (8), 4925-4950, 2023
2023
Inference on the dimension of the nonstationary subspace in functional time series
WK Seo, D Seong
Economics Department, Queen's University Working Paper, 2020
2020
Tail behavior of exponentially stopped Markov-modulated Lvy processes & Geometrically stopped Markovian random growth processes and Pareto tails
BK Beare, WK Seo, AA Toda
2018
Representation Theory for Cointegrated Functional Time Series
WK Seo
UC San Diego, 2018
2018
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Articles 1–17