On the optimal forecast with the fractional Brownian motion
Xiaohu Wang, Jun Yu and Chen Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Wang, Xiaohu ; Yu, Jun ; Zhang, Chen |
| Subject: | Conditional expectation | Fractional Brownian motion | Optimal forecast | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2297730 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014552006