Hochschulschrift
Competing neural networks as models for non stationary financial time series : changepoint analysis
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Maße
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30 cm
- Umfang
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VII, 123 Bl.
- Sprache
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Englisch
- Anmerkungen
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Kaiserslautern, Techn. Univ., Diss., 2005 (Nicht für den Austausch)
- Klassifikation
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Mathematik
Wirtschaft
- Schlagwort
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Nichtstationäre Zeitreihenanalyse
Change-point-Problem
ARCH-Prozess
Hidden-Markov-Modell
Gewichtete Methode der kleinsten Quadrate
Feedforward-Netz
- Urheber
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 14:13 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
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