Petra Burdejová, Wolfgang K. Härdle. Dynamic semi-parametric factor model for functional expectiles. Comput. Stat., 34(2):489-502, 2019. [doi]
@article{BurdejovaH19,
title = {Dynamic semi-parametric factor model for functional expectiles},
author = {Petra Burdejová and Wolfgang K. Härdle},
year = {2019},
doi = {10.1007/s00180-019-00883-1},
url = {https://doi.org/10.1007/s00180-019-00883-1},
researchr = {https://researchr.org/publication/BurdejovaH19},
cites = {0},
citedby = {0},
journal = {Comput. Stat.},
volume = {34},
number = {2},
pages = {489-502},
}