Fractional Brownian motion: difference iterative forecasting models (Q2213636)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fractional Brownian motion: difference iterative forecasting models |
scientific article; zbMATH DE number 7281192
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fractional Brownian motion: difference iterative forecasting models |
scientific article; zbMATH DE number 7281192 |
Statements
Fractional Brownian motion: difference iterative forecasting models (English)
0 references
2 December 2020
0 references
fractional Brownian motion
0 references
long-range dependence
0 references
stochastic partial differential equation
0 references
maximum likelihood algorithm
0 references
difference equation
0 references
0 references
0 references
