Functional dynamic factor models with application to yield curve forecasting (Q714342)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Functional dynamic factor models with application to yield curve forecasting |
scientific article |
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Functional dynamic factor models with application to yield curve forecasting (English)
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21 October 2012
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functional data analysis
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expectation maximization algorithm
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natural cubic splines
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cross-validation
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roughness penalty
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0.94574225
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0.8963886
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0.8933414
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0.87747145
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0.8675054
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0.86568016
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0.86119956
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0.86119956
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0.8604337
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