Curve forecasting by functional autoregression (Q957330)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Curve forecasting by functional autoregression |
scientific article |
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Curve forecasting by functional autoregression (English)
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27 November 2008
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functional data analysis
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dimension reduction
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reduced-rank regression
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principal component
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singular value decomposition
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predictive factor
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term structure
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interest rates
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