scientific article; zbMATH DE number 5220399

From MaRDI portal

Revision as of 02:47, 9 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5430691

Jump to:navigation, search

zbMath1141.91042MaRDI QIDQ5430691

A. G. Zrazhevsky, Mikhail P. Moklyachuk

Publication date: 16 December 2007

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

self-similarity long-range dependence FARIMA Toeplitz normal equations MSFT time series prediction from long-memory model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Stable stochastic processes (60G52)

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5430691&oldid=20184703"