Expanding the prediction capacity in long sequence time-series forecasting
From MaRDI portal
Cites work
- A Normal Limit Theorem for Power Sums of Independent Random Variables
- Asymptotics of sums of lognormal random variables with Gaussian copula
- Change of support of transformations: conservation of lognormality revisited
- Divergence Estimation for Multidimensional Densities Via k-Nearest-Neighbor Distances
- E. Fix and J.L. Hodges (1951): An Important Contribution to Nonparametric Discriminant Analysis and Density Estimation: Commentary on Fix and Hodges (1951)
- Forecasting at Scale
- Minimax Optimal Estimation of KL Divergence for Continuous Distributions
- On the Product of Semi-Groups of Operators
- The log-normal approximation in financial and other computations
- The sum and difference of two lognormal random variables
Cited in
(1)
This page was built for publication: Expanding the prediction capacity in long sequence time-series forecasting
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6161473)