Optimising prediction error among completely monotone covariance sequences
| Data(s) |
2008
|
|---|---|
| Identificador | |
| Publicador |
Institute of Mathematical Statistics |
| Relação |
McVinish, Ross (2008) Optimising prediction error among completely monotone covariance sequences. Electronic Communications in Probability, 13(March), pp. 113-120. |
| Fonte |
Faculty of Science and Technology |
| Palavras-Chave | #010406 Stochastic Analysis and Modelling #Aggregation, Maximum entropy, Moment space |
| Tipo |
Journal Article |
