Pages that link to "Item:Q5093950"
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The following pages link to Change point tests in functional factor models with application to yield curves (Q5093950):
Displaying 8 items.
- Testing trend stationarity of functional time series with application to yield and daily price curves (Q1748622) (← links)
- Monitoring for a change point in a sequence of distributions (Q2054495) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
- Inference in functional factor models with applications to yield curves (Q6134635) (← links)
- Tempered functional time series (Q6135345) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- Testing Stability in Functional Event Observations with an Application to IPO Performance (Q6190737) (← links)
