ListarPublicaciones e Investigación por tema "Financial application"
Mostrando ítems 1-1 de 1
-
Comment on article by Windle and Carvalho
(International Society for Bayesian Analysis, 2014)The article by Windle and Carvalho introduces a fast update procedure for covariance matrices through the introduction of higher frequency sources of information for the underlying process, demonstrated with a financial ...