Varying coefficient functional autoregressive model with application to the U.S. treasuries
type: Item
instance of: scholarly article
title: Varying coefficient functional autoregressive model with application to the U.S. treasuries
zbMATH Open document ID: 1397.62154
author: Yanyan Li
published in: Journal of Multivariate Analysis
publication date: 2017-08-03T00:00:00Z
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6756485
zbMATH Keywords: functional autoregressive model
zbMATH Keywords: local linear regression
zbMATH Keywords: sieve estimator
zbMATH Keywords: varying coefficient model
zbMATH Keywords: yield curves
describes a project that uses: fda (R)
MaRDI profile type: Publication
full work available at URL: j.jmva.2017.05.003
OpenAlex ID: W2621071982
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DOI: 10.1016/J.JMVA.2017.05.003
description: scientific article; zbMATH DE number 6756485