Optimising prediction error among completely monotone covariance sequences.

McVinish, Ross S.

Electronic Communications in Probability [electronic only] (2008)

  • Volume: 13, page 113-120
  • ISSN: 1083-589X

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McVinish, Ross S.. "Optimising prediction error among completely monotone covariance sequences.." Electronic Communications in Probability [electronic only] 13 (2008): 113-120. <http://eudml.org/doc/228425>.

@article{McVinish2008,
author = {McVinish, Ross S.},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {aggregation; maximum entropy; moment space},
language = {eng},
pages = {113-120},
publisher = {University of Washington},
title = {Optimising prediction error among completely monotone covariance sequences.},
url = {http://eudml.org/doc/228425},
volume = {13},
year = {2008},
}

TY - JOUR
AU - McVinish, Ross S.
TI - Optimising prediction error among completely monotone covariance sequences.
JO - Electronic Communications in Probability [electronic only]
PY - 2008
PB - University of Washington
VL - 13
SP - 113
EP - 120
LA - eng
KW - aggregation; maximum entropy; moment space
UR - http://eudml.org/doc/228425
ER -

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