Modelling and Analysis on Noisy Financial Time Series
نویسندگان
چکیده
منابع مشابه
Modelling and Prediction of Financial Time Series
We consider statistical aspects of the modelling and prediction theory of time series in one and many dimensions. We discuss Lévy-based and general models, and the stationary and non-stationary cases. Our starting point is the recent pair of surveys, Szegö’s theorem and its probabilistic descendants and Multivariate prediction and matrix Szegö theory, by this author.
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ژورنال
عنوان ژورنال: Journal of Computer and Communications
سال: 2014
ISSN: 2327-5219,2327-5227
DOI: 10.4236/jcc.2014.22012