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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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ID Code: 30883
Item Type: Journal Article
Keywords: Aggregation, Maximum entropy, Moment space
ISSN: 1083-589X
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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