On the optimal forecast with the fractional Brownian motion

Xiaohu Wang, Chen Zhang, Jun Yu

Year of publication:	Oct 2022
Authors:	Wang, Xiaohu ; Zhang, Chen ; Yu, Jun
Publisher:	Singapore : Singapore Management University
Subject:	Fractional Gaussian noise \| Conditional expectation \| Anti-persistence \| Continuous record \| Discrete record \| Optimal forecast \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Zeitreihenanalyse \| Time series analysis

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