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Q5430691 - MaRDI portal

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scientific article; zbMATH DE number 5220399
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English
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scientific article; zbMATH DE number 5220399

    Statements

    author
    A. G. Zrazhevsky
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    Mikhail P. Moklyachuk
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    publication date
    16 December 2007
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    Mathematics Subject Classification ID
    91B84
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    62P05
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    60G52
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    62M10
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    62M20
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    zbMATH DE Number
    5220399
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    zbMATH Keywords
    self-similarity
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    long-range dependence
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    MSFT time series
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    prediction from long-memory model
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    Toeplitz normal equations
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    FARIMA
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