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}, }