Inference in functional factor models with applications to yield curves
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Publication:6134635
DOI10.1111/jtsa.12642OpenAlexW4212870686MaRDI QIDQ6134635
Lajos Horváth, Piotr S. Kokoszka, Unnamed Author, Shixuan Wang
Publication date: 22 August 2023
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12642
estimationheteroscedasticitygoodness-of-fit testyield curvefunctional time seriesfunctional factor model
Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Point estimation (62F10) Asymptotic properties of parametric tests (62F05) Inference from stochastic processes (62Mxx)
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