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Property / author: Nicholas H. Bingham / rank
 
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Latest revision as of 15:17, 8 July 2024

scientific article; zbMATH DE number 6302703
Language Label Description Also known as
English
Modelling and Prediction of Financial Time Series
scientific article; zbMATH DE number 6302703

    Statements

    Modelling and Prediction of Financial Time Series (English)
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    11 June 2014
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    elliptic distribution
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    ergodic diffusion
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    Lévy process
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    Ornstein-Uhlenbeck process
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    prediction
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    semi-parametric model
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    stationary
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    time series
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