Prediction of Long-Range Dependent Time Series Data with Performance Guarantee
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Publication:3646116
DOI10.1007/978-3-642-04944-6_4zbMath1260.62073OpenAlexW1596672264MaRDI QIDQ3646116
Zhiyuan Luo, Mikhail Dashevskiy
Publication date: 19 November 2009
Published in: Stochastic Algorithms: Foundations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-04944-6_4
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Complexity and performance of numerical algorithms (65Y20)
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