Won-Ki Seo
Personal Details
First Name: | Won-Ki |
Middle Name: | |
Last Name: | Seo |
Suffix: | |
RePEc Short-ID: | pse711 |
| |
https://sites.google.com/site/wkseo86/ | |
Affiliation
School of Economics
Faculty of Arts and Social Sciences
University of Sydney
Sydney, Australiahttps://www.sydney.edu.au/arts/schools/school-of-economics.html
RePEc:edi:deusyau (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Won-Ki Seo, 2020. "Functional Principal Component Analysis for Cointegrated Functional Time Series," Papers 2011.12781, arXiv.org, revised Apr 2023.
- Brendan K. Beare & Won-Ki Seo & Alexis Akira Toda, 2020.
"Tail behavior of stopped L\'evy processes with Markov modulation,"
Papers
2009.08010, arXiv.org.
- Beare, Brendan K. & Seo, Won-Ki & Toda, Alexis Akira, 2022. "Tail Behavior Of Stopped Lévy Processes With Markov Modulation," Econometric Theory, Cambridge University Press, vol. 38(5), pages 986-1013, October.
- Morten Ørregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2020.
"Inference on the dimension of the nonstationary subspace in functional time series,"
Working Paper
1420, Economics Department, Queen's University.
- Nielsen, Morten Ørregaard & Seo, Won-Ki & Seong, Dakyung, 2023. "Inference On The Dimension Of The Nonstationary Subspace In Functional Time Series," Econometric Theory, Cambridge University Press, vol. 39(3), pages 443-480, June.
- Morten Ørregaard Nielsen & Wonk-ki Seo & Dakyung Seong, 2022. "Inference on the dimension of the nonstationary subspace in functional time series," CREATES Research Papers 2022-04, Department of Economics and Business Economics, Aarhus University.
- Brendan K. Beare & Won-Ki Seo, 2017.
"Representation of I(1) and I(2) autoregressive Hilbertian processes,"
Papers
1701.08149, arXiv.org, revised Sep 2019.
- Beare, Brendan K. & Seo, Won-Ki, 2020. "Representation Of I(1) And I(2) Autoregressive Hilbertian Processes," Econometric Theory, Cambridge University Press, vol. 36(5), pages 773-802, October.
Articles
- Beare, Brendan K. & Seo, Won-Ki, 2020.
"Representation Of I(1) And I(2) Autoregressive Hilbertian Processes,"
Econometric Theory, Cambridge University Press, vol. 36(5), pages 773-802, October.
- Brendan K. Beare & Won-Ki Seo, 2017. "Representation of I(1) and I(2) autoregressive Hilbertian processes," Papers 1701.08149, arXiv.org, revised Sep 2019.
- Seo, Won-Ki & Beare, Brendan K., 2019. "Cointegrated linear processes in Bayes Hilbert space," Statistics & Probability Letters, Elsevier, vol. 147(C), pages 90-95.
- Brendan K. Beare & Juwon Seo & Won-Ki Seo, 2017. "Cointegrated Linear Processes in Hilbert Space," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 1010-1027, November.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Won-Ki Seo, 2020.
"Functional Principal Component Analysis for Cointegrated Functional Time Series,"
Papers
2011.12781, arXiv.org, revised Apr 2023.
Cited by:
- Morten {O}rregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2023. "Inference on common trends in functional time series," Papers 2312.00590, arXiv.org, revised May 2024.
- Morten Ørregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2020.
"Inference on the dimension of the nonstationary subspace in functional time series,"
Working Paper
1420, Economics Department, Queen's University.
- Nielsen, Morten Ørregaard & Seo, Won-Ki & Seong, Dakyung, 2023. "Inference On The Dimension Of The Nonstationary Subspace In Functional Time Series," Econometric Theory, Cambridge University Press, vol. 39(3), pages 443-480, June.
- Morten Ørregaard Nielsen & Wonk-ki Seo & Dakyung Seong, 2022. "Inference on the dimension of the nonstationary subspace in functional time series," CREATES Research Papers 2022-04, Department of Economics and Business Economics, Aarhus University.
Cited by:
- Won-Ki Seo, 2020. "Functional Principal Component Analysis for Cointegrated Functional Time Series," Papers 2011.12781, arXiv.org, revised Apr 2023.
- Morten {O}rregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2023. "Inference on common trends in functional time series," Papers 2312.00590, arXiv.org, revised May 2024.
- Brendan K. Beare & Won-Ki Seo, 2017.
"Representation of I(1) and I(2) autoregressive Hilbertian processes,"
Papers
1701.08149, arXiv.org, revised Sep 2019.
- Beare, Brendan K. & Seo, Won-Ki, 2020. "Representation Of I(1) And I(2) Autoregressive Hilbertian Processes," Econometric Theory, Cambridge University Press, vol. 36(5), pages 773-802, October.
Cited by:
- Won-Ki Seo, 2020. "Functional Principal Component Analysis for Cointegrated Functional Time Series," Papers 2011.12781, arXiv.org, revised Apr 2023.
- Massimo Franchi & Paolo Paruolo, 2021.
"Cointegration, Root Functions and Minimal Bases,"
Econometrics, MDPI, vol. 9(3), pages 1-27, August.
- Massimo Franchi & Paolo Paruolo, 2019. "Cointegration, root functions and minimal bases," DSS Empirical Economics and Econometrics Working Papers Series 2019/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Mario Faliva & Maria Grazia Zoia, 2021. "Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem," Papers 2102.10626, arXiv.org.
Articles
- Beare, Brendan K. & Seo, Won-Ki, 2020.
"Representation Of I(1) And I(2) Autoregressive Hilbertian Processes,"
Econometric Theory, Cambridge University Press, vol. 36(5), pages 773-802, October.
See citations under working paper version above.
- Brendan K. Beare & Won-Ki Seo, 2017. "Representation of I(1) and I(2) autoregressive Hilbertian processes," Papers 1701.08149, arXiv.org, revised Sep 2019.
- Seo, Won-Ki & Beare, Brendan K., 2019.
"Cointegrated linear processes in Bayes Hilbert space,"
Statistics & Probability Letters, Elsevier, vol. 147(C), pages 90-95.
Cited by:
- Beare, Brendan K. & Seo, Won-Ki, 2020.
"Representation Of I(1) And I(2) Autoregressive Hilbertian Processes,"
Econometric Theory, Cambridge University Press, vol. 36(5), pages 773-802, October.
- Brendan K. Beare & Won-Ki Seo, 2017. "Representation of I(1) and I(2) autoregressive Hilbertian processes," Papers 1701.08149, arXiv.org, revised Sep 2019.
- Won-Ki Seo, 2020. "Functional Principal Component Analysis for Cointegrated Functional Time Series," Papers 2011.12781, arXiv.org, revised Apr 2023.
- Christis Katsouris, 2023. "Limit Theory under Network Dependence and Nonstationarity," Papers 2308.01418, arXiv.org, revised Aug 2023.
- Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
- Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022. "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February.
- Petersen, Alexander & Zhang, Chao & Kokoszka, Piotr, 2022. "Modeling Probability Density Functions as Data Objects," Econometrics and Statistics, Elsevier, vol. 21(C), pages 159-178.
- Genest, Christian & Hron, Karel & Nešlehová, Johanna G., 2023. "Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation," Journal of Multivariate Analysis, Elsevier, vol. 198(C).
- Beare, Brendan K. & Seo, Won-Ki, 2020.
"Representation Of I(1) And I(2) Autoregressive Hilbertian Processes,"
Econometric Theory, Cambridge University Press, vol. 36(5), pages 773-802, October.
- Brendan K. Beare & Juwon Seo & Won-Ki Seo, 2017.
"Cointegrated Linear Processes in Hilbert Space,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 1010-1027, November.
Cited by:
- Beare, Brendan K. & Seo, Won-Ki, 2020.
"Representation Of I(1) And I(2) Autoregressive Hilbertian Processes,"
Econometric Theory, Cambridge University Press, vol. 36(5), pages 773-802, October.
- Brendan K. Beare & Won-Ki Seo, 2017. "Representation of I(1) and I(2) autoregressive Hilbertian processes," Papers 1701.08149, arXiv.org, revised Sep 2019.
- Won-Ki Seo, 2020. "Functional Principal Component Analysis for Cointegrated Functional Time Series," Papers 2011.12781, arXiv.org, revised Apr 2023.
- Massimo Franchi & Paolo Paruolo, 2021.
"Cointegration, Root Functions and Minimal Bases,"
Econometrics, MDPI, vol. 9(3), pages 1-27, August.
- Massimo Franchi & Paolo Paruolo, 2019. "Cointegration, root functions and minimal bases," DSS Empirical Economics and Econometrics Working Papers Series 2019/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Brendan K. Beare & Alexis Akira Toda, 2022.
"Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes,"
Econometrica, Econometric Society, vol. 90(4), pages 1811-1833, July.
- Brendan K. Beare & Alexis Akira Toda, 2017. "Determination of Pareto exponents in economic models driven by Markov multiplicative processes," Papers 1712.01431, arXiv.org, revised Jan 2022.
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Israel Martínez‐Hernández & Marc G. Genton, 2021. "Nonparametric trend estimation in functional time series with application to annual mortality rates," Biometrics, The International Biometric Society, vol. 77(3), pages 866-878, September.
- Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
- Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022. "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February.
- Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2016.
"Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate,"
Working Papers
1622, Department of Economics, University of Missouri, revised 17 Sep 2018.
- Chang, Yoosoon & Kaufmann, Robert K. & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2020. "Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate," Journal of Econometrics, Elsevier, vol. 214(1), pages 274-294.
- Massimo Franchi & Paolo Paruolo, 2017.
"Cointegration in functional autoregressive processes,"
Papers
1712.07522, arXiv.org, revised Oct 2018.
- Franchi, Massimo & Paruolo, Paolo, 2020. "Cointegration In Functional Autoregressive Processes," Econometric Theory, Cambridge University Press, vol. 36(5), pages 803-839, October.
- Massimo Franchi & Paolo Paruolo, 2017. "Cointegration in functional autoregressive processes," DSS Empirical Economics and Econometrics Working Papers Series 2017/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Seo, Won-Ki & Beare, Brendan K., 2019. "Cointegrated linear processes in Bayes Hilbert space," Statistics & Probability Letters, Elsevier, vol. 147(C), pages 90-95.
- Beare, Brendan K. & Seo, Won-Ki, 2020.
"Representation Of I(1) And I(2) Autoregressive Hilbertian Processes,"
Econometric Theory, Cambridge University Press, vol. 36(5), pages 773-802, October.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (2) 2019-08-26 2020-12-14. Author is listed
- NEP-ETS: Econometric Time Series (2) 2019-08-26 2020-12-14. Author is listed
- NEP-ORE: Operations Research (1) 2019-08-26. Author is listed
- NEP-RMG: Risk Management (1) 2020-10-26. Author is listed
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