Inference in functional factor models with applications to yield curves (Q6134635)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7730971
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Inference in functional factor models with applications to yield curves |
scientific article; zbMATH DE number 7730971 |
Statements
Inference in functional factor models with applications to yield curves (English)
0 references
22 August 2023
0 references
yield curve
0 references
functional time series
0 references
functional factor model
0 references
estimation
0 references
goodness-of-fit test
0 references
heteroscedasticity
0 references
0 references
0 references
