Smoothing methods for histogram‐valued time series: an application to value‐at‐risk (Q4969763)
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scientific article; zbMATH DE number 7260279
Language | Label | Description | Also known as |
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English | Smoothing methods for histogram‐valued time series: an application to value‐at‐risk |
scientific article; zbMATH DE number 7260279 |
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Smoothing methods for histogram‐valued time series: an application to value‐at‐risk (English)
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14 October 2020
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symbolic data
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exponential smoothing
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barycenter
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high-frequency data
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value-at-risk
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