Fractional Lévy stable motion: finite difference iterative forecasting model (Q2120387)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7501142
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fractional Lévy stable motion: finite difference iterative forecasting model |
scientific article; zbMATH DE number 7501142 |
Statements
Fractional Lévy stable motion: finite difference iterative forecasting model (English)
0 references
31 March 2022
0 references
fractional Lévy stable motion
0 references
long-range dependence
0 references
stochastic differential equation
0 references
forecasting model
0 references
0 references
0 references
0 references
0.8002613186836243
0 references
0.7069733142852783
0 references
0.6891216039657593
0 references
0.6891213059425354
0 references
0.687221348285675
0 references