Varying coefficient functional autoregressive model with application to the U.S. treasuries

Meng Xu, Jialiang Li, Ying Chen. Varying coefficient functional autoregressive model with application to the U.S. treasuries. J. Multivariate Analysis, 159:168-183, 2017. [doi]

Authors

Meng Xu

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Jialiang Li

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Ying Chen

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