Conjugate processes: theory and application to risk forecasting (Q681983)
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: Conjugate processes: theory and application to risk forecasting |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Conjugate processes: theory and application to risk forecasting |
scientific article |
Statements
Conjugate processes: theory and application to risk forecasting (English)
0 references
13 February 2018
0 references
random measure
0 references
covariance operator
0 references
dimension reduction
0 references
functional time series
0 references
high frequency financial data
0 references
risk forecasting
0 references
0 references
0 references
0 references
0 references
0 references
0.686612069606781
0 references
0.6747069954872131
0 references
0.669596791267395
0 references
