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Subject : fos Subject : mathematical optimization Subject : probability (math.pr) Subject : random matrix Subject : time series فلترة بواسطة : موضوع

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Data driven modeling in the presence of time series structure: Improved bounds and effective algorithms

Authors : Mazhar, Othmane, Ph.D. student, 1990;

Subjects: Time series; Non-asymptotic estimation; Minimax

Source: TRITA-SCI-FOU.

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Academic Journal

OPTIMIZATIONOFTHEINVESTMENT PORTFOLIO BY CONSERVATIVE INVESTORS ; ОПТИМІЗАЦІЯ ІНВЕСТИЦІЙНОГО ПОРТФЕЛЯ КОНСЕРВАТИВНИМИ ІНВЕСТОРАМИ

Authors : Іваненко, Т. В.; Фартушний, І. Д.

Subjects: bonds; final yield; flow of payments

Source: Economic Bulletin of National Technical University of Ukraine "Kyiv Polytechnical Institute"; No. 21 (2022): Economic Bulletin of NTUU "Kyiv Polytechnical Institute" ; Экономический

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Robust Low-Rank Change Detection for Multivariate SAR Image Time Series

Authors : Ammar Mian; Antoine Collas; Arnaud Breloy

Subjects: Change detection; covariance matrix; compound Gaussian (CG)

Source: IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing, Vol 13, Pp 3545-3556 (2020)

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Gaussian process regression model incorporated with tool wear mechanism

Authors : Yingguang Li; Changqing Liu; Dehua Li

Subjects: Mathematical optimization; Cutting tool; Covariance matrix

Source: Chinese Journal of Aeronautics. 35:393-400

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Robust Low-rank Change Detection for SAR Image Time Series

Authors : Mian, Ammar; Collas, Antoine; Breloy, Arnaud ...

Subjects: CHANGE DETECTION; SYNTHETIC APERTURE RADAR; TIME SERIES

Source: ISSN: 1939-1404 ; IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing ; https://hal.science/hal-02345330 ; IEEE Journal of Selected Topics in Applied Earth Observations

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Latent Factors in Equity Returns: How Many Are There and What Are They?

Authors : Ross French

Subjects: Economics and Econometrics; Ex-ante; Covariance matrix

Source: The Journal of Portfolio Management. 48:226-263

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Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R

Authors : Susanne Köll; Achim Zeileis; Nathaniel Graham ...

Subjects: Statistics and Probability; Generalized linear model; Covariance matrix

Source: Journal of Statistical Software, Vol 95, Iss 1, Pp 1-36 (2020)Journal of Statistical Software; Vol 95 (2020); 1-36

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An Improved Method for Parametric Spatial Spectrum Estimation in Internet of Things

Authors : Jingya Zhao; Qinghua Zhu; Yong Liu

Subjects: Technology; Signal processing; Article Subject

Source: Wireless Communications and Mobile Computing, Vol 2021 (2021)

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A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models

Authors : Umberto Triacca

Subjects: covariance matrix; Granger causality; time series

Source: Econometrics, Vol 3, Iss 2, Pp 233-239 (2015)

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Improved Large Dynamic Covariance Matrix Estimation With Graphical Lasso and Its Application in Portfolio Selection

Authors : Xin Yuan; Zhixiang Yin; Guoqiang Wang

Subjects: Mathematical optimization; graphical lasso; General Computer Science

Source: IEEE Access, Vol 8, Pp 189179-189188 (2020)

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