Forecasting of random sequences and Prony decomposition of finance data

DOI10.1515/ANLY-2015-5008zbMATH Open1336.62241OpenAlexW2344584742MaRDI QIDQ285614

Raoul R. Nigmatullin, José António Tenreiro Machado

Publication date: 19 May 2016

Published in: Analysis (München) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/anly-2015-5008

zbMATH Keywords

Elliott's wavesforecasting of financial dataProny decomposition

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Numerical smoothing, curve fitting (65D10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Probabilistic methods, stochastic differential equations (65C99)

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