Iterated-sums signature, quasisymmetric functions and time series analysis
zbMATH Open1447.05236MaRDI QIDQ2199889FDOQ2199889
Kurusch Ebrahimi-Fard, Joscha Diehl, Nikolas Tapia
Publication date: 14 September 2020
Published in: Séminaire Lotharingien de Combinatoire (Search for Journal in Brave)
Full work available at URL: http://www.mat.univie.ac.at/~slc/wpapers/FPSAC2020//86.html
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Cites Work
- Title not available (Why is that?)
- Differential equations driven by rough signals
- Quasi-shuffle products
- Multidimensional Stochastic Processes as Rough Paths
- Quasi-shuffle products revisited
- Iterated Integrals and Exponential Homomorphisms†
- Duality between quasi-symmetric functions and the Solomon descent algebra
- Free quasi-symmetric functions and descent algebras for wreath products, and noncommutative multi-symmetric functions
- Lie elements and an algebra associated with shuffles
- An Introduction to Quasisymmetric Schur Functions
- The algebra of iterated stochastic integrals
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