An innovation approach to non-Gaussian time series analysis (Q3147829): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1239/jap/1085496593 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1239/JAP/1085496593 / rank | |||
Normal rank | |||
Latest revision as of 19:16, 20 December 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)
0 references
10 April 2003
0 references
financial time series
0 references
innovations
0 references
nonlinear modeling
0 references
non-Gaussian time series analysis
0 references
diffusion process
0 references
point process
0 references
white noise
0 references
exchange rate data
0 references
Levy process
0 references
Poisson noise
0 references
