文献
J-GLOBAL ID:201802289905155560
整理番号:18A1039019
金融時系列の高次モーメントとエントロピーに基づく一般化AIC法【JST・京大機械翻訳】
Generalized AIC method based on higher-order moments and entropy of financial time series
著者 (4件):
Xu Shiyun
(Department of Mathematics, School of Science, Beijing Jiaotong University, Beijing 100044, PR China)
,
Shao Menglin
(Department of Mathematics, School of Science, Beijing Jiaotong University, Beijing 100044, PR China)
,
Qiao Wenxuan
(Department of Mathematics, School of Science, Beijing Jiaotong University, Beijing 100044, PR China)
,
Shang Pengjian
(Department of Mathematics, School of Science, Beijing Jiaotong University, Beijing 100044, PR China)
資料名:
Physica A. Statistical Mechanics and Its Applications
(Physica A. Statistical Mechanics and Its Applications)
巻:
505
ページ:
1127-1138
発行年:
2018年
JST資料番号:
D0322B
ISSN:
0378-4371
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
オランダ (NLD)
言語:
英語 (EN)