Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881): Difference between revisions

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Latest revision as of 10:21, 5 July 2024

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Modelling NASDAQ series by sparse multifractional Brownian motion
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    Modelling NASDAQ series by sparse multifractional Brownian motion (English)
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    26 June 2012
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    model selection
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    finance
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    fractional Brownian motion
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    generalized quadratic variation
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    wavelet analysis
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