Won-Ki Seo

Won-Ki Seo

University of Sydney - Sydney / Australia
Economics & Econometrics / Economics
AD Scientific Index ID: 5186877
person_outline Won-Ki Seo's MOST POPULAR ARTICLES
1-) Cointegrated linear processes in Hilbert spaceBK Beare, J Seo, WK SeoJournal of Time Series Analysis 38 (6), 1010-1027, 2017392017
2-) Representation of I (1) and I (2) autoregressive Hilbertian processesBK Beare, WK SeoEconometric Theory 36 (5), 773-802, 2020252020
3-) Cointegrated linear processes in Bayes Hilbert spaceWK Seo, BK BeareStatistics & Probability Letters 147, 90-95, 2019152019
4-) Tail behavior of stopped Lévy processes with Markov modulationBK Beare, WK Seo, AA TodaEconometric Theory 38 (5), 986-1013, 2022112022
5-) Inference on the dimension of the nonstationary subspace in functional time seriesMØ Nielsen, WK Seo, D SeongEconometric Theory 39 (3), 443-480, 2023102023