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Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
1 references·1 citing·11 second hop
Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1 (1996)Approximation spline de la prevision d'un…Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models (1983)Gaussian Estimation of Struct…The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve (2008)The Dynamics of Economic Func…On a stochastic integral equation (1946)On stochastic differential equations (1951)CONTINUOUS TIME STOCHASTIC MODELS AND ISSUES OF AGGREGATION OVER TIME (1984)Differential Paths to Parity: A Study of the Contemporary Arms Race (1984)Recursive Models of Dynamic Linear Economies (2013)Parsimonious Modeling of Yield Curves (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Forecasting bond yields in the Brazilian fixed income market (2008)The Econometrics of Financial Markets (2012)Forecasting interest rates with shifting endpoints (2013)Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model (2013)
this work references cited by second hop

References

  • 1983Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models149 cited

Cited by

  • 2008The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve69 cited

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