Portfolio estimation for spectral density of categorical time series data

DOI10.17654/TS053010019zbMATH Open1368.62250OpenAlexW2609140786MaRDI QIDQ4975464FDOQ4975464

Authors: Hiroko Kato Solvang, Masanobu Taniguchi 

Publication date: 7 August 2017

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/10689.htm

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• Spectral analysis for categorical time series: Scaling and the spectral envelope
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• scientific article; zbMATH DE number 3942858

zbMATH Keywords

frequency domainDNA sequence datamean-variance portfoliospectral envelopediversification managementprinciple portfolio

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inference from stochastic processes and spectral analysis (62M15)

Cited In (2)

• Determining a portfolio of linear time series models
• The spectral envelope and its applications.

Uses Software

• Matlab

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