The iisignature library: efficient calculation of iterated-integral signatures and log signatures

From MaRDI portal
Publication:6298115

arXiv1802.08252MaRDI QIDQ6298115

Jeremy Reizenstein, Benjamin T. Graham

Publication date: 22 February 2018











This page was built for publication: The iisignature library: efficient calculation of iterated-integral signatures and log signatures