Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525)
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scientific article; zbMATH DE number 6756485
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| English | Varying coefficient functional autoregressive model with application to the U.S. treasuries |
scientific article; zbMATH DE number 6756485 |
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Varying coefficient functional autoregressive model with application to the U.S. treasuries (English)
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3 August 2017
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functional autoregressive model
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local linear regression
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sieve estimator
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varying coefficient model
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yield curves
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