Fractional Brownian motion: difference iterative forecasting models (Q2213636): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.chaos.2019.04.021 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2942455017 / rank | |||
Normal rank | |||
Revision as of 20:40, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Brownian motion: difference iterative forecasting models |
scientific article |
Statements
Fractional Brownian motion: difference iterative forecasting models (English)
0 references
2 December 2020
0 references
fractional Brownian motion
0 references
long-range dependence
0 references
stochastic partial differential equation
0 references
maximum likelihood algorithm
0 references
difference equation
0 references
