✦ LIBER ✦

MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION

✍ Scribed by Bonnie K. Ray

Book ID: 111039722
Publisher: John Wiley and Sons
Year: 1993
Tongue: English
Weight: 823 KB
Volume: 14
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.1993.tb00161.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Predicting the distribution function for

Predicting the distribution function for long-memory processes

✍ Sucharita Ghosh; Dana Draghicescu 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 139 KB

Novel Optimization Model for Long Range

Novel Optimization Model for Long Range Distribution Planning

✍ Youssef, H. K.; Hackam, R.; Abu-El-Magd, M. A. 📂 Article 📅 1985 🏛 IEEE 🌐 English ⚖ 269 KB

An Optimization Model for Long-Range Tra

An Optimization Model for Long-Range Transmission Expansion Planning

✍ Santos, A.; Franca, P. M.; Said, A. 📂 Article 📅 1989 🏛 IEEE 🌐 English ⚖ 492 KB

Optimal Long-Term Investment Model with

Optimal Long-Term Investment Model with Memory

✍ Akihiko Inoue; Yumiharu Nakano 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 328 KB

Modeling long-range memory trading activ

Modeling long-range memory trading activity by stochastic differential equations

✍ V. Gontis; B. Kaulakys 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 315 KB

We propose a model of fractal point process driven by the nonlinear stochastic differential equation. The model is adjusted to the empirical data of trading activity in financial markets. This reproduces the probability distribution function and power spectral density of trading activity observed in

Some results for long-range exclusion pr

Some results for long-range exclusion processes

✍ Enrique Andjel; T. S. Mountford 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 279 KB