Curve forecasting by functional autoregression (Q957330)
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scientific article; zbMATH DE number 5374637
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Curve forecasting by functional autoregression |
scientific article; zbMATH DE number 5374637 |
Statements
Curve forecasting by functional autoregression (English)
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27 November 2008
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functional data analysis
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dimension reduction
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reduced-rank regression
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principal component
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singular value decomposition
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predictive factor
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term structure
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interest rates
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0.91058123
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0.9033166
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0.8838347
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0.8729754
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0.8709868
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0.8697947
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