Pages that link to "Item:Q2011525"
From MaRDI portal
The following pages link to Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525):
Displaying 6 items.
- Factor models for asset returns based on transformed factors (Q1739597) (← links)
- Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds (Q3004460) (← links)
- Semiparametric model average prediction in panel data analysis (Q4634445) (← links)
- A review study of functional autoregressive models with application to energy forecasting (Q6602113) (← links)
- A journey from univariate to multivariate functional time series: a comprehensive review (Q6604354) (← links)
- Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions (Q6626210) (← links)