Change point tests in functional factor models with application to yield curves (Q5093950)
From MaRDI portal
scientific article; zbMATH DE number 7565909
Language | Label | Description | Also known as |
---|---|---|---|
English | Change point tests in functional factor models with application to yield curves |
scientific article; zbMATH DE number 7565909 |
Statements
Change point tests in functional factor models with application to yield curves (English)
0 references
2 August 2022
0 references
change point
0 references
functional time series
0 references
yield curve
0 references