"A Generalised Signature Method for Time Series."

James Morrill et al. (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-07-29

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2006-00873
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2006-00873
James Morrill, Adeline Fermanian, Patrick Kidger, Terry J. Lyons:
A Generalised Signature Method for Time Series. CoRR abs/2006.00873 (2020)

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