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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
| Item Type: | Journal Article | ||||||||
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| Divisions: | Faculty of Science > Mathematics | ||||||||
| Journal or Publication Title: | Acta Applicandae Mathematicae | ||||||||
| Publisher: | Springer Netherlands | ||||||||
| ISSN: | 0167-8019 | ||||||||
| Official Date: | December 2019 | ||||||||
| Dates: |
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| 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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