Modelling non-stationary financial time series with input warped student t-processes
Gheorghe Ruxanda, Sorin Opincariu, Stefan Ionescu
| Year of publication: |
2019
|
|---|---|
| Authors: | Ruxanda, Gheorghe ; Opincariu, Sorin ; Ionescu, Stefan |
| Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 22.2019, 3, p. 51-61
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| Subject: | Bayesian nonparametric | Student processes | Gaussian processes | stylized facts | Zeitreihenanalyse | Time series analysis | Studierende | Students | Stochastischer Prozess | Stochastic process | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012420475