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CumulantsUpdates.jl - MaRDI portal

CumulantsUpdates.jl

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Software:54888

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swMATH39188MaRDI QIDQ54888

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Source code repository: https://github.com/iitis/CumulantsUpdates.jl

Described by source

An algorithm for arbitrary-order cumulant tensor calculation in a sliding window of data streams

Related Items (1)

Multivariate cumulants in outlier detection for financial data analysis

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