Forecasting of time data with using fractional Brownian motion (Q1693943)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Forecasting of time data with using fractional Brownian motion
scientific article

    Statements

    Forecasting of time data with using fractional Brownian motion (English)
    0 references
    0 references
    0 references
    0 references
    1 February 2018
    0 references
    stochastic model
    0 references
    optimal forecast
    0 references
    fractional Brownian motion
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references