Hanlin Shang

Oct 10, 2024 | arxiv.org | Hui Li |yao yao |Hao Yue Zhu |Hanlin Shang

Feb 5, 2024 | mdpi.com | Hanlin Shang

1. IntroductionFunctional data often arise from the measurements obtained by separating an almost continuous time record into natural consecutive intervals, for example, days, weeks, or years; see [1]. The functions thus obtained form a time series {Xt,t∈Z} where each Xt is a random function Xt(u) for u lies within a function support range I∈R. Examples include an intraday cumulative return of a financial asset in [2] and the intraday volatility of a financial asset in [3].