Forecasting of time data with using fractional Brownian motion
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Publication:1693943
DOI10.1016/j.chaos.2017.01.013zbMath1380.60044arXiv1608.06736OpenAlexW2517469916MaRDI QIDQ1693943
Valeria Bondarenko, Victor Bondarenko, Kyryl Truskovskyi
Publication date: 1 February 2018
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.06736
Inference from stochastic processes and prediction (62M20) Fractional processes, including fractional Brownian motion (60G22) Economic time series analysis (91B84)
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