Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling NASDAQ series by sparse multifractional Brownian motion |
scientific article |
Statements
Modelling NASDAQ series by sparse multifractional Brownian motion (English)
0 references
26 June 2012
0 references
model selection
0 references
finance
0 references
fractional Brownian motion
0 references
generalized quadratic variation
0 references
wavelet analysis
0 references
