Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series (Q3122064)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series |
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Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series (English)
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20 March 2019
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time series
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nonstationarity
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clustering
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nonparametric model
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maximum entropy probability distribution
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maximum entropy
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nonstationary time series
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volatility modeling
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nonparametric methods
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numerical optimization
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