Inference in functional factor models with applications to yield curves
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Cites work
- scientific article; zbMATH DE number 854587 (Why is no real title available?)
- A functional version of the ARCH model
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- Adaptive bandwidth choice
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- Inference for functional data with applications
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- Some Limit Theorems for Stationary Processes
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
- Testing for structural change under non-stationary variances
- The macroeconomy and the yield curve: a dynamic latent factor approach
- Weakly dependent functional data
- White noise testing and model diagnostic checking for functional time series
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