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]

@article{XuLC17-2,
  title = {Varying coefficient functional autoregressive model with application to the U.S. treasuries},
  author = {Meng Xu and Jialiang Li and Ying Chen},
  year = {2017},
  doi = {10.1016/j.jmva.2017.05.003},
  url = {https://doi.org/10.1016/j.jmva.2017.05.003},
  researchr = {https://researchr.org/publication/XuLC17-2},
  cites = {0},
  citedby = {0},
  journal = {J. Multivariate Analysis},
  volume = {159},
  pages = {168-183},
}