Analysis of autocorrelation function of stochastic processes by F-transform of higher degree

DOI10.1007/s00500-020-05543-xzbMath1498.62168OpenAlexW3123938141MaRDI QIDQ2100154

Yanyan Li

Publication date: 21 November 2022

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-020-05543-x

zbMATH Keywords

Hilbert spacestochastic processautocorrelation functiontensor productF-transform

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and fuzziness (62M86)

Uses Software

• FinTS

Cites Work

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