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Minimum reversion in multivariate time series
Torsten Kleinow, Michel Vellekoop
School of Mathematical & Computer Sciences
Actuarial Mathematics & Statistics
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Working paper
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INIS
populations
100%
data
100%
dynamics
100%
multivariate analysis
100%
randomness
50%
asymptotic solutions
50%
simulation
50%
humans
50%
noise
50%
specifications
50%
mimic
50%
Mathematics
Time Series Model
100%
Simulation Study
100%
Asymptotic Property
100%
Survival Data
100%
Random Noise
100%
Real Data
100%
Biochemistry, Genetics and Molecular Biology
Dynamics
100%
Revertant
100%