An innovation approach to non-Gaussian time series analysis (Q3147829): Difference between revisions
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Revision as of 09:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An innovation approach to non-Gaussian time series analysis |
scientific article |
Statements
An innovation approach to non-Gaussian time series analysis (English)
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10 April 2003
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financial time series
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innovations
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nonlinear modeling
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non-Gaussian time series analysis
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diffusion process
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point process
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white noise
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exchange rate data
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Levy process
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Poisson noise
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