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 |
| 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