Application of spectrum estimation for verifying financial time series models

zbMATH Open1199.62048MaRDI QIDQ3640477FDOQ3640477

Authors: Xiao-Shu Liu 

Publication date: 11 November 2009

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• scientific article; zbMATH DE number 3852282

zbMATH Keywords

financial time seriesmodel validationspectrum estimation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Inference from stochastic processes and spectral analysis (62M15)

Cited In (1)

• Comparative performance of time spectral methods for solving hyperchaotic finance and cryptocurrency systems

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