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Q3013410 - MaRDI portal

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scientific article

    Statements

    author
    Ling Wu
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    Gangaram S. Ladde
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    publication date
    18 July 2011
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    zbMATH Keywords
    time series ARIMA models
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    prediction
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    financial engineering
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    Itô-Doob type stochastic differential equation
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    Brownian motion
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    Identifiers

    Mathematics Subject Classification ID
    65C30
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    60H10
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    60H35
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    34F05
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    60J65
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    62M10
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    60G25
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    91G60
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    zbMATH DE Number
    5925022
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