Change point tests in functional factor models with application to Yield curves
Patrick Bardsley, Lajos Horváth, Piotr Kokoszka and Gabriel Young
| Year of publication: |
2017
|
|---|---|
| Authors: | Bardsley, Patrick ; Horváth, Lajos ; Kokoszka, Piotr ; Young, Gabriel |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 20.2017, 1, p. 86-117
|
| Subject: | Change point | Functional time series | Yield curve | Zinsstruktur | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ectj.12075 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011719969