Change point tests in functional factor models with application to yield curves
نویسندگان
چکیده
منابع مشابه
Change point tests in functional factor models with application to yield curves
PATRICK BARDSLEY†, LAJOS HORVÁTH‡, PIOTR KOKOSZKA§ AND GABRIEL YOUNG‖ †Institute for Computational Engineering and Sciences, University of Texas, Austin TX, USA. E-mail: [email protected] ‡Department of Mathematics, University of Utah, Salt Lake City UT, USA. E-mail: [email protected] §Department of Statistics, Colorado State University, Fort Collins CO, USA. E-mail: Piotr.Kokoszka@c...
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ژورنال
عنوان ژورنال: The Econometrics Journal
سال: 2017
ISSN: 1368-4221
DOI: 10.1111/ectj.12075