Convolutional autoregressive models for functional time series

Title
Convolutional autoregressive models for functional time series
Authors
Keywords
Functional time series, Nonparametric methods, Spline methods, Sieve estimation
Journal
JOURNAL OF ECONOMETRICS
Volume 194, Issue 2, Pages 263-282
Publisher
Elsevier BV
Online
2016-06-12
DOI
10.1016/j.jeconom.2016.05.006

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