Перегляд за автором "Zrazhevsky, A."

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  • Analysis and forecasting of self-similar financial time series 
    Moklyachuk, M.; Zrazhevsky, A. (2006)
    Time series of prices of MSFT ticker are considered. Results on selfsimilarity of this time series are presented. A method of prediction from FARIMA model for long-range dependent time series is described. This method is ...