Fractional Brownian motion: difference iterative forecasting models (Q2213636)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Brownian motion: difference iterative forecasting models |
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Fractional Brownian motion: difference iterative forecasting models (English)
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2 December 2020
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fractional Brownian motion
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long-range dependence
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stochastic partial differential equation
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maximum likelihood algorithm
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difference equation
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