Yazar "Shang, Han Lin" için listeleme
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Granger causality of bivariate stationary curve time series
Shang, Han Lin; Ji, Kaiying; Beyaztaş, Ufuk (Wiley, 2020)We study causality between bivariate curve time series using the Granger causality generalized measures of correlation. With this measure, we can investigate which curve time series Granger-causes the other; in turn, it ... -
A partial least squares approach for function-on-function interaction regression
Beyaztaş, Ufuk; Shang, Han Lin (Springer Heidelberg, 2021)A partial least squares regression is proposed for estimating the function-on-function regression model where a functional response and multiple functional predictors consist of random curves with quadratic and interaction ... -
Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models
Beyaztaş, Ufuk; Shang, Han Lin (Taylor and Francis Ltd., 2020)The bootstrap procedure has emerged as a general framework to construct prediction intervals for future observations in autoregressive time series models. Such models with outlying data points are standard in real data ...
