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seen Dec 9 '12 at 14:03

Oct
15
comment Discrete-time Jump-Diffusion Model
math.jussieu.fr/~tankov/tankov_voltchkova.pdf and reference there-in.
Oct
15
comment Oscillatory time-series forecasting
I don't think I completely got your question. But Gaussian Processes [1] give a prediction performance estimate through the covariance matrix. [1] gaussianprocess.org