Theoretical Limitations of Allan Variance-based Regression for Time Series Model Estimation.
Stéphane GuerrierRoberto MolinariYannick SteblerPublished in: IEEE Signal Process. Lett. (2016)
Keyphrases
- computational model
- high level
- similarity measure
- maximum likelihood estimation
- regression analysis
- probabilistic model
- linear model
- formal model
- monte carlo simulation
- financial time series
- neural network
- estimation algorithm
- closed form
- regression model
- theoretical analysis
- artificial neural networks
- objective function