Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Fractional Brownian motion: difference iterative forecasting models - MaRDI portal

Fractional Brownian motion: difference iterative forecasting models (Q2213636)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Fractional Brownian motion: difference iterative forecasting models	scientific article

Statements

scholarly article

0 references

Fractional Brownian motion: difference iterative forecasting models (English)

0 references

zbMATH Open document ID

0 references

10.1016/j.chaos.2019.04.021

0 references

0 references

0 references

0 references

0 references

0 references

Chaos, Solitons and Fractals

0 references

publication date

2 December 2020

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

zbMATH Keywords

fractional Brownian motion

0 references

long-range dependence

0 references

stochastic partial differential equation

0 references

maximum likelihood algorithm

0 references

difference equation

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.chaos.2019.04.021

0 references

0 references

Record length requirement of long-range dependent teletraffic

0 references

Generalized Cauchy model of sea level fluctuations with long-range dependence

0 references

Fractional Brownian Motions, Fractional Noises and Applications

0 references

Fractional differencing

0 references

0 references

Extremal behavior of heavy-tailed ON-periods in a superposition of ON/OFF processes

0 references

FARIMA with stable innovations model of Great Salt Lake elevation time series

0 references

Network heavy traffic modeling using α-stable self-similar processes

0 references

Fractional Brownian motion with variable Hurst parameter: definition and properties

0 references

On the long-range dependence of fractional Brownian motion

0 references

Itô's formula with respect to fractional Brownian motion and its application

0 references

An approximate approach to fractional analysis for finance

0 references

0 references

Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes

0 references

ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY

0 references

Estimating long-range dependence in the presence of periodicity: An empirical study

0 references

Modeling autocorrelation functions of self-similar teletraffic in communication networks based on optimal approximation in Hilbert space

0 references

0 references

Estimation of Hurst exponent revisited

0 references

Averaged periodogram estimation of long memory

0 references

Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes

0 references

0 references

Fractal time series -- A tutorial review

0 references

Wavelet analysis and synthesis of fractional Brownian motion

0 references

On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\)

0 references

Option pricing of fractional version of the Black-Scholes model with Hurst exponent \(H\) being in \((\frac{1}{3},\frac{1}{2})\).

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2213636

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2213636&oldid=36801330"