An innovation approach to non-Gaussian time series analysis (Q3147829): Difference between revisions

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Revision as of 19:49, 19 March 2024

scientific article
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An innovation approach to non-Gaussian time series analysis
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    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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