200 University Avenue West
Waterloo, Ontario N2L 3G1
University of Waterloo - Department of Statistics and Actuarial Science
Forward curves, S&P GSCI, Commodity Futures, Functional Data Analysis, Functional Autoregressive Models, Functional Principal Component Analysis
change point detection, stationarity testing, normal approximation, non-stationary ARMA time series, non-stationary GARCH time series
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Functional time series, heteroscedasticity testing, model diagnostic checking, high‐frequency volatility models, intra‐day asset price
Functional data analysis, change point analysis
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