Video From 14w5157: Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond

Friday, May 2, 2014 09:00 - 09:32
Filtering of an HMM-based multivariate Ornstein-Uhlenbeck model with application to forecasting market liquidity
Rogemar Mamon, Video: Filtering of an HMM-based multivariate Ornstein-Uhlenbeck model with application to forecasting market liquidity
Rogemar Mamon, Video: Filtering of an HMM-based multivariate Ornstein-Uhlenbeck model with application to forecasting market liquidity
Rogemar Mamon, Filtering of an HMM-based multivariate Ornstein-Uhlenbeck model with application to forecasting market liquidity, Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond, BIRS, BIRS talk, 14w5157, math, mathematics, video
Banff International Research Station
Banff International Research Station
presentation
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73M
http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos
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