Conjugate processes: theory and application to risk forecasting (Q681983)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conjugate processes: theory and application to risk forecasting |
scientific article |
Statements
Conjugate processes: theory and application to risk forecasting (English)
0 references
13 February 2018
0 references
random measure
0 references
covariance operator
0 references
dimension reduction
0 references
functional time series
0 references
high frequency financial data
0 references
risk forecasting
0 references
0 references
0 references
0 references
0 references
0 references
