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Change point tests in functional factor models with application to yield curves - MaRDI portal

Change point tests in functional factor models with application to yield curves (Q5093950)

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scientific article; zbMATH DE number 7565909
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Change point tests in functional factor models with application to yield curves
scientific article; zbMATH DE number 7565909

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    Change point tests in functional factor models with application to yield curves (English)
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    2 August 2022
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    change point
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    functional time series
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    yield curve
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