Common Functional Component Modelling
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.
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Is Part Of Series: Sonderforschungsbereich 649: Ökonomisches Risiko - 16, SFB 649 Papers, ISSN:1860-5664
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