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Inference for the autocovariance of a functional time series under conditional heteroscedasticity.
Piotr Kokoszka
Gregory Rice
Han Lin Shang
Published in:
J. Multivar. Anal. (2017)
Keyphrases
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nonmonotonic inference
dynamic time warping
inference engine
random field model
bayesian networks
non stationary
stock market
bayesian inference
probabilistic reasoning
bayesian model
inference process
multivariate time series
functional analysis
random fields
conditional logic
subsequence matching