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Adaptive Sequential Testing
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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SFB 649 Discussion Papers
Physica A: Statistical Mechanics and its Applications
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TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data
Chen, Ray-Bing
;
Chen, Ying
;
Härdle, Wolfgang
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2011
. The data example is concerned with independent
signal
processing
and deals with a portfolio of highly traded stocks. …
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