Modelling and Prediction of Financial Time Series (Q5419653)
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scientific article; zbMATH DE number 6302703
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling and Prediction of Financial Time Series |
scientific article; zbMATH DE number 6302703 |
Statements
Modelling and Prediction of Financial Time Series (English)
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11 June 2014
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elliptic distribution
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ergodic diffusion
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Lévy process
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Ornstein-Uhlenbeck process
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prediction
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semi-parametric model
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stationary
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time series
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