K. Nowak, B. Rajagopalan and E. Zagona (2011). “Wavelet Auto-Regressive Method (WARM) for multi-site streamflow simulation of data with non-stationary spectra,” Journal of Hydrology, 410 (1-2) 1–12.

This is a preview. Log in through your library . Abstract In this paper, we investigate some information properties of parameter estimation in spectral analysis of stationary time series based on a ...

Abstract We establish almost sure invariance principles, a strong form of approximation by Brownian motion, for non-stationary time-series arising as observations on dynamical systems. Our examples ...

In this keynote address from the Global Quant Network 2021, Kharen Musaelian, co-founder and chief information officer at Duality Group, explores how machine learning can be applied to quant finance – ...