Varying coefficient functional autoregressive model with application to the U.S. treasuries
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Publication:2011525
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Cited in
(8)- Factor models for asset returns based on transformed factors
- Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds
- Semiparametric model average prediction in panel data analysis
- A review study of functional autoregressive models with application to energy forecasting
- A journey from univariate to multivariate functional time series: a comprehensive review
- Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions
- Bayesian analysis for varying coefficient autoregressive models
- Sparse boosting for high-dimensional survival data with varying coefficients
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