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
    0 references
    0 references
    0 references
    0 references
    2 August 2022
    0 references
    change point
    0 references
    functional time series
    0 references
    yield curve
    0 references

    Identifiers