{"title":"A new approach for time domain analysis of multivariate and functional time series","authors":"M. Mohammadpour, S. Rezaee, A. R. Soltani","doi":"10.1080/02331888.2023.2293738","DOIUrl":null,"url":null,"abstract":"We apply the classical finite Fourier transform to construct an embedded functional process to a given multivariate time series model. The basic properties of the embedded functional process are pr...","PeriodicalId":54358,"journal":{"name":"Statistics","volume":"227 1","pages":""},"PeriodicalIF":1.2000,"publicationDate":"2023-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/02331888.2023.2293738","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
We apply the classical finite Fourier transform to construct an embedded functional process to a given multivariate time series model. The basic properties of the embedded functional process are pr...
期刊介绍：
Statistics publishes papers developing and analysing new methods for any active field of statistics, motivated by real-life problems. Papers submitted for consideration should provide interesting and novel contributions to statistical theory and its applications with rigorous mathematical results and proofs. Moreover, numerical simulations and application to real data sets can improve the quality of papers, and should be included where appropriate. Statistics does not publish papers which represent mere application of existing procedures to case studies, and papers are required to contain methodological or theoretical innovation. Topics of interest include, for example, nonparametric statistics, time series, analysis of topological or functional data. Furthermore the journal also welcomes submissions in the field of theoretical econometrics and its links to mathematical statistics.
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