Pages that link to "Item:Q1698250"
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The following pages link to ARCH model and fractional Brownian motion (Q1698250):
Displaying 4 items.
- Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337) (← links)
- On the ARCH model with stationary liquidity (Q2227202) (← links)
- Note on AR(1)-characterisation of stationary processes and model fitting (Q2326539) (← links)
- The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm (Q5155319) (← links)