Inference in functional factor models with applications to yield curves (Q6134635)
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scientific article; zbMATH DE number 7730971
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| English | Inference in functional factor models with applications to yield curves |
scientific article; zbMATH DE number 7730971 |
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Inference in functional factor models with applications to yield curves (English)
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22 August 2023
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yield curve
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functional time series
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functional factor model
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estimation
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goodness-of-fit test
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heteroscedasticity
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