Анализ высоковолатильных рынков с использованием метода Берга и фильтров Чебышева II рода и статистическое моделирование риска убыточнос

DOI10.14498/VSGTU838MaRDI QIDQ4960016zbMATHOpenAlexFDO

Authors A. P. Kotenko, Maksim Borisovich Bukarenko

Publication date 8 April 2020

Published in Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/vsgtu838

zbMATH Keywords

spectral estimationlinear filterChebyshev filtermedian filterBerg method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)

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(3)

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• scientific article; zbMATH DE number 5039470 (Why is no real title available?)

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