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  • Search: subject:"Spatial covariance function"
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Year of publication
Subject
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Analysis of variance 1 Correlation 1 Covariance structure 1 Dynamic time warping 1 Estimation theory 1 Korrelation 1 Portfolio optimization 1 Portfolio selection 1 Portfolio-Management 1 Schätztheorie 1 Spatial covariance function 1 Varianzanalyse 1 covariance tapering 1 efficient approximation 1 fixed rank kriging 1 full-scale approximation 1 large spatial data sets 1 mid-tropospheric CO2 1 remote sensing 1 spatial covariance function 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Gneuss, Patrick 1 Jeong, Jaehong 1 Lee, Seokjune 1 Schmid, Wolfgang 1 Schwarze, Reimund 1
Institution
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Wirtschaftswissenschaftliche Fakultät, Europa-Universität Viadrina Frankfurt (Oder) 1
Published in...
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Discussion Paper Series RECAP15 1 Finance research letters 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Portfolio optimization using a covariance structure based on dynamic time warping
Lee, Seokjune; Jeong, Jaehong - In: Finance research letters 83 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015553659
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Efficient Approximation of the Spatial Covariance Function for Large Datasets - Analysis of Atmospheric CO2 Concentrations
Gneuss, Patrick; Schmid, Wolfgang; Schwarze, Reimund - Wirtschaftswissenschaftliche Fakultät, … - 2013
reducing the dimension of the problem are required. The present work analyzes approaches to approximate the spatial covariance … function in a real dataset of remotely sensed carbon dioxide concentrations, obtained from the Atmospheric Infrared Sounder of …
Persistent link: https://www.econbiz.de/10011212934
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