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Signature cumulants, ordered partitions, and independence of stochastic processes (2020)

First Author: Bonnier P

Attributed to: Unparameterised multi-modal data, high order signatures, and the mathematics of data science funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.3150/20-bej1205

Publication URI: http://dx.doi.org/10.3150/20-bej1205

Type: Journal Article/Review

Parent Publication: Bernoulli

Issue: 4