Optimising prediction error among completely monotone covariance sequences
McVinish, Ross (2008) Optimising prediction error among completely monotone covariance sequences. Electronic Communications in Probability, 13(March), pp. 113-120.
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|Item Type:||Journal Article|
|Keywords:||Aggregation, Maximum entropy, Moment space|
|Subjects:||Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400) > Stochastic Analysis and Modelling (010406)|
|Divisions:||Past > QUT Faculties & Divisions > Faculty of Science and Technology|
|Deposited On:||12 Feb 2010 22:49|
|Last Modified:||16 Sep 2010 22:26|
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