Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Maria C. S. Lima"'
Publikováno v:
Mathematics, Vol 11, Iss 8, p 1908 (2023)
The analysis of financial market time series is an important source for understanding the economic reality of a country. We introduce a new autoregressive moving average (ARMA) process, the sMuth–ARMA model, which has the sMuth law as the marginal
Externí odkaz:
https://doaj.org/article/f70c6eab50d04ec083f66e3a6d34e249
Publikováno v:
Environmetrics. 33
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e04cbf53c50ee1ef7c779959e5741d9b
https://doi.org/10.1002/env.2724
https://doi.org/10.1002/env.2724