Dynamic functional data analysis with non-parametric state space models

DOI10.1080/02664763.2013.838663OpenAlexW2027303886MaRDI QIDQ5128569

Márcio Poletti Laurini

Publication date: 28 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2013.838663

zbMATH Keywords

term structure of interest ratesfunctional datapenalised splinesBayesian non-parametric methods

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression ⋮ Long-Range Dependent Curve Time Series ⋮ Dynamic regression models for time-ordered functional data

Uses Software

• WinBUGS
• fda (R)
• SemiPar

Cites Work

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