We introduce methods and theory for fractionally cointegrated curve time series. We develop
a variance-ratio test to determine the dimensions associated with the nonstationary and …

We extend the notion of cointegration for time series taking values in a potentially infinite
dimensional Banach space. Examples of such time series include stochastic processes in …

Abstract Functional Principal Component Analysis is a reference method for dimension
reduction of curve data. Its theoretical properties are now well understood in the simplified …

This paper studies statistical inference on unit roots and cointegration for time series in a
Hilbert space. We develop statistical inference on the number of common stochastic trends …

Functional data analysis (FDA) is a method used to analyze data represented in its
functional form. The method is particularly useful for exploring both curve and longitudinal …

This paper consider inverting a holomorphic Fredholm operator pencil. Specifically, we
provide necessary and sufficient conditions for the inverse of a holomorphic Fredholm …

DATA ANALYSIS METHODS Page 1 15th Conference on DATA ANALYSIS METHODS for
Software Systems November 28–30, 2024 Druskininkai, Lithuania, Hotel “Europa Royale” …