Functional dynamic factor models with application to yield curve forecasting
| dc.creator | Hays, Spencer | |
| dc.creator | Shen, Haipeng | |
| dc.creator | Huang, Jianhua Z. | |
| dc.date.accessioned | 2019-10-08T20:43:30Z | |
| dc.date.available | 2019-10-08T20:43:30Z | |
| dc.date.issued | 2012 | |
| dc.identifier.issn | 1932-6157 | |
| dc.identifier.issn | 1941-7330 | |
| dc.identifier.uri | https://hdl.handle.net/1969.1/179183 | |
| dc.format.extent | 24 | en |
| dc.publisher | The Annals of Applied Statistics | |
| dc.relation.ispartof | 1foldr Import 2019-10-08 Batch 2 | en |
| dc.relation.uri | 10.1214/12-AOAS551 | en |
| dc.title | Functional dynamic factor models with application to yield curve forecasting | en |
