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On the (dis)similarities between stationary imprecise and non-stationary precise uncertainty models in algorithmic randomness.
Floris Persiau
Jasper De Bock
Gert de Cooman
Published in:
Int. J. Approx. Reason. (2022)
Keyphrases
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non stationary
autoregressive
random fields
adaptive algorithms
feature space
probabilistic model
stock price
uncertain information
empirical mode decomposition
feature vectors
uncertain data
financial time series
white noise
fractional brownian motion