Common functional component modelling
| Autor: | Michal Benko, Alois Kneip |
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| Rok vydání: | 2005 |
| Předmět: | |
| Popis: | Functional data analysis (FDA) has become a popular technique in applied statistics. In particular, this methodology has received considerable attention in recent studies in empirical finance. In this talk we discuss selected topics of functional principal components analysis that are motivated by financial data. |
| Databáze: | OpenAIRE |
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