PORTFOLIO ESTIMATION FOR SPECTRAL DENSITY OF CATEGORICAL TIME SERIES DATA

DOI10.17654/TS053010019zbMath1368.62250OpenAlexW2609140786MaRDI QIDQ4975464

Masanobu Taniguchi, Hiroko Kato Solvang

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

zbMATH Keywords

frequency domainDNA sequence datamean-variance portfoliospectral envelopediversification managementprinciple portfolio

Mathematics Subject Classification ID

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

Uses Software

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