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Forecasting of time data with using fractional Brownian motion - MaRDI portal

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

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