Forecasting of time data with using fractional Brownian motion (Q1693943): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: longmemo / rank | |||
Normal rank |
Revision as of 01:28, 28 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Forecasting of time data with using fractional Brownian motion |
scientific article |
Statements
Forecasting of time data with using fractional Brownian motion (English)
0 references
1 February 2018
0 references
stochastic model
0 references
optimal forecast
0 references
fractional Brownian motion
0 references