Pages that link to "Item:Q714342"

The following pages link to Functional dynamic factor models with application to yield curve forecasting (Q714342):

Displaying 16 items.

• Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342) (← links)
• Modeling and forecasting electricity spot prices: a functional data perspective (Q386743) (← links)
• Functional dynamic factor models with application to yield curve forecasting (Q714342) (← links)
• Locally stationary functional time series (Q1697469) (← links)
• Segmental dynamic factor analysis for time series of curves (Q1703840) (← links)
• Dependent functional data (Q1952694) (← links)
• Testing for periodicity in functional time series (Q1991685) (← links)
• Dynamic regression models for time-ordered functional data (Q2057327) (← links)
• Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
• Testing stationarity of functional time series (Q2512639) (← links)
• KPSS test for functional time series (Q2953440) (← links)
• Functional lagged regression with sparse noisy observations (Q5135326) (← links)
• Functional principal component analysis for partially observed elliptical process (Q6115538) (← links)
• Inference in functional factor models with applications to yield curves (Q6134635) (← links)
• Tempered functional time series (Q6135345) (← links)
• Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)