On the predictability of long-range dependent series
From MaRDI portal
Publication:966347
DOI10.1155/2010/397454zbMath1191.62160OpenAlexW2122729595WikidataQ58653061 ScholiaQ58653061MaRDI QIDQ966347
Publication date: 23 April 2010
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/229805
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30)
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Cites Work
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