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Published in 2017 at "Space Science Reviews"
DOI: 10.1007/s11214-017-0435-8
Abstract: The method called “PVI” (Partial Variance of Increments) has been increasingly used in analysis of spacecraft and numerical simulation data since its inception in 2008. The purpose of the method is to study the kinematics…
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Keywords:
method solar;
variance increments;
partial variance;
increments method ... See more keywords
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0
Published in 2024 at "Quantitative Finance"
DOI: 10.1080/14697688.2024.2342896
Abstract: In this study, we propose a dynamic partial (co)variance forecasting model (DPCFM) by introducing a dynamic model averaging (DMA) approach into a partial (co)variance forecasting model. The dynamic partial (co)variance forecasting model considers the time-varying…
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Keywords:
variance;
dynamic partial;
partial variance;
model ... See more keywords