Convolutional autoregressive models for functional time series

By Xialu Liu, Han Xiao, Rong Chen. 2016

48 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/94706516322be2c581e84ecee8a0c27c06ac0971

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Degui Li
2. Peter M. Robinson
3. Han Lin Shang
4. Katsumi Shimotsu
5. Liangjun Su
6. Morten Ørregaard Nielsen
7. Ngai Hang Chan
8. Boris Buchmann

In Finance

1. Degui Li
2. Peter M. Robinson
3. Han Lin Shang
4. Morten Ørregaard Nielsen
5. Katsumi Shimotsu
6. Ngai Hang Chan
7. Boris Buchmann
8. Paolo Zaffaroni

In Statistics and Probability

1. Degui Li
2. Han Lin Shang
3. Peter M. Robinson
4. Liangjun Su
5. Stefan Wager
6. G. Frazer
7. Donald W. K. Andrews
8. Xiaohong Chen

Citations in the corpus

• Long-Range Dependent Curve Time Series (2020, background): “…the functional ARMA(p, q) of Klepsch, Klüppelberg, and Wei (2017), while when q = 0, it further reduces to the functional AR(p) model of Bosq (2000) and Liu, Xiao, and Chen (2016), and when p = 0, it reduces to the functional MA(q) model of Chen, Lei, and Tu (2016) and Aue and Klepsch (2017).”