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Invariants of multidimensional time series based on their iterated-integral signature

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Diehl, Joscha and Reizenstein, Jeremy (2019) Invariants of multidimensional time series based on their iterated-integral signature. Acta Applicandae Mathematicae, 164 . pp. 83-122. doi:10.1007/s10440-018-00227-z

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Official URL: http://dx.doi.org/10.1007/s10440-018-00227-z

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Item Type: Journal Article
Divisions: Faculty of Science > Mathematics
Journal or Publication Title: Acta Applicandae Mathematicae
Publisher: Springer Netherlands
ISSN: 0167-8019
Official Date: December 2019
Dates:
DateEvent
December 2019Published
10 December 2018Available
24 November 2018Accepted
Volume: 164
Page Range: pp. 83-122
DOI: 10.1007/s10440-018-00227-z
Status: Peer Reviewed
Publication Status: Published
Access rights to Published version: Open Access

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