Flexible conditional density estimation for time series

DOI10.1214/24-BJPS601MaRDI QIDQ6593995FDOQ6593995

Authors: Gustavo Grivol, Rafael Izbicki, Alex A. Okuno, Rafael B. Stern 

Publication date: 27 August 2024

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

machine learningtime seriesconditional density estimationnonparametric statistics

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

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• CONDITIONAL DENSITY MODELS FOR ASSET PRICING

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