Time series of functional data with application to yield curves
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DOI: 10.1002/asmb.2443
Abstract: Correspondence Rituparna Sen, Applied Statistics Division, Indian Statistical Institute, Kolkata, India. Email: [email protected] Abstract We develop time series analysis of functional data observed discretely, treating the whole curve as a random realization from a distribution… read more here.
Keywords: time; time series; yield curves; functional data ... See more keywords