An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168)
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scientific article; zbMATH DE number 7660532
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| default for all languages | No label defined |
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| English | An extended sparse max-linear moving model with application to high-frequency financial data |
scientific article; zbMATH DE number 7660532 |
Statements
An extended sparse max-linear moving model with application to high-frequency financial data (English)
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7 March 2023
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extreme value theory
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max-stable processes
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time series
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Bayesian inference
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max-linear models
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high-frequency financial data
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0.9185714
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0.8429224
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0.8423602
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0.83672047
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0.83519953
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0.8330009
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