Nonparametric forecasting of multivariate probability density functions
Dominique Guégan, Matteo Iacopini
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Guégan, Dominique ; Iacopini, Matteo |
| Publisher: |
Venice Italy : Department of Economics, Ca’ Foscari University of Venice |
| Subject: | Functional data analysis | functional PCA | functional time series | time varying dependence | time varying copula | clr transform | compositional data analysis | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Multivariate Analyse | Multivariate analysis | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory |
freely available
| Extent: | 1 Online-Ressource (circa 47 Seiten) Illustrationen |
|---|---|
| Series: | Working papers. - Venezia, ISSN 1827-336X, ZDB-ID 2201241-2. - Vol. 2018, no. 15 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011868987