Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization (Q4678736): Difference between revisions

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+On the prediction of fractional Brownian motion
@@ Property / cites work: On the prediction of fractional Brownian motion / rank @@
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+Asymptotics for the partial autocorrelation function of a stationary process
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+Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes.
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+Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing.
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+Q4368791
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+Weighted trigonometrical approximation on \(R^ 1\) with application to the germ field of a stationary Gaussian noise
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+Q4139359
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