An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168)
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scientific article; zbMATH DE number 7660532
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extended sparse max-linear moving model with application to high-frequency financial data |
scientific article; zbMATH DE number 7660532 |
Statements
An extended sparse max-linear moving model with application to high-frequency financial data (English)
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7 March 2023
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extreme value theory
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max-stable processes
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time series
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Bayesian inference
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max-linear models
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high-frequency financial data
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