Nonparametric forecasting of multivariate probability density functions
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 |
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