Articles with "partial variance" as a keyword



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Partial Variance of Increments Method in Solar Wind Observations and Plasma Simulations

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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… read more here.

Keywords: method solar; variance increments; partial variance; increments method ... See more keywords

Dynamic partial (co)variance forecasting model

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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… read more here.

Keywords: variance; dynamic partial; partial variance; model ... See more keywords