research
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03/18/2021
Inference and Computation for Sparsely Sampled Random Surfaces
Non-parametric inference for functional data over two-dimensional domain...
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07/16/2020
Spectral Simulation of Functional Time Series
We develop methodology allowing to simulate a stationary functional time...
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07/06/2020
Yield curve and macroeconomy interaction: evidence from the non-parametric functional lagged regression approach
Viewing a yield curve as a sparse collection of measurements on a latent...
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05/17/2019
Functional Lagged Regression with Sparse Noisy Observations
A (lagged) time series regression model involves the regression of scala...
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11/15/2018