On the optimal forecast with the fractional Brownian motion
Xiaohu Wang, Chen Zhang, Jun Yu
| Year of publication: |
Oct 2022
|
|---|---|
| Authors: | Wang, Xiaohu ; Zhang, Chen ; Yu, Jun |
| Publisher: |
Singapore : Singapore Management University |
| Subject: | Fractional Gaussian noise | Conditional expectation | Anti-persistence | Continuous record | Discrete record | Optimal forecast | Theorie | Theory | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
freely available
| Extent: | 1 Online-Ressource (circa 29 Seiten) Illustrationen |
|---|---|
| Series: | Working paper. - [Singapore] : School of Economics, ZDB-ID 3110021-1. - Vol. paper no. 2022, 12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013542217