most citedForecasting of time data with using fractional Brownian motion

3 citations · 3 across the 1 of their papers we have counts for

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1 paper

math.PR2016★ 3 cited

Forecasting of time data with using fractional Brownian motion

Valeria Bondarenko, Victor Bondarenko, Kiryl Truskovsky +1

We investigated the quality of forecasting of fractional Brownian motion, and new method for estimating of Hurst exponent is validated. Stochastic model of the time series in the f…