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Publication:3626135
zbMath1165.91454MaRDI QIDQ3626135
Leonidas L. Sakalauskas, Audrius Kabašinskas, Igoris Belovas, Svetlozar T. Rachev, Wei Sun
Publication date: 22 May 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
self-similaritystable lawinfinite varianceHurst exponentAnderson-Darlingportfolio selectionmultifractalfinancial modelingmixed-stable modelcodifference, covariationHurwitz zeta distributionKolmogorov-Smirnov criteriapassivity and stagnation phenomenon
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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