Weighted signature kernels

DOI10.1214/23-aap1973MaRDI QIDQ6126115

Xingcheng Xu, Terence J. Lyons, Thomas Cass

Publication date: 9 April 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Weighted-signature-kernels/10.1214/23-AAP1973.full

zbMATH Keywords

signatureGaussian quadraturekernel methodscontour integrationhyperbolic developmentexpected signaturesgeneral signature kernels

Mathematics Subject Classification ID

Signatures and data streams (60L10)

Cites Work

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