Sparse PCA-based on high-dimensional Itô processes with measurement errors (Q321930)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sparse PCA-based on high-dimensional Itô processes with measurement errors |
scientific article; zbMATH DE number 6639132
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sparse PCA-based on high-dimensional Itô processes with measurement errors |
scientific article; zbMATH DE number 6639132 |
Statements
Sparse PCA-based on high-dimensional Itô processes with measurement errors (English)
0 references
14 October 2016
0 references
integrated volatility
0 references
Itô diffusion process
0 references
eigenspace estimation
0 references
convergence rates
0 references
minimax bound
0 references
multi-scale realized volatility
0 references
pre-averaging realized volatility
0 references
principal components analysis
0 references
sparsity
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.796899676322937
0 references
0.7894250154495239
0 references
0.7860078811645508
0 references
0.7802547812461853
0 references
