Mounir Zahnouni
Broschiertes Buch

Shrinkage for Stabilizing the Detection of Changepoints in Covariances for High-Dimensional Data

Versandkostenfrei!
Versandfertig in 1-2 Wochen
42,95 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
0 °P sammeln!
Diploma Thesis from the year 2012 in the subject Mathematics, grade: 1,0, University of Kaiserslautern (Fakultät für Mathematik), language: English, abstract: In mathematical statistics, detecting changes in parameters of real-life data series, known as change-point problems, is crucial. Originating in quality control during the 1950s, these problems have widespread applications today, spanning fields like economics, finance, medicine, and geology. In finance, fluctuations in asset returns can violate assumptions of constant variance, leading to inaccurate forecasts. Chapter 2 briefly discus...