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