Publications

Show all

2014

Corduas, Marcella

Direct Multi-Step Estimation and Time Series Classification (Book Chapter)

Perna, Cira; Sibillo, Marilena (Ed.): Mathematical and Statistical Methods for Actuarial Sciences and Finance, pp. 69-72, Springer International Publishing, 2014, ISBN: 978-3-319-05013-3.

(Abstract | Links | BibTeX | Tags: adaptive estimation, AR metric, direct multi-step estimation, time series classification)