For multivariate functional data recorded from a sample of subjects on a common domain, one is often interested in the covariance between pairs of the component functions, extending the notion of a ...

This paper is concerned with the problem of identifiability of the parameters of a high frequency multivariate autoregressive model from mixed frequency time series data. We demonstrate ...

The goal of this talk is to familiarize those in attendance with some common multivariate methods, such as principal component analysis, factor analysis, Hotelling’s T 2, etc. We’ll try to motivate ...