Indirect Inference in fractional short-term interest rate diffusions.
Márcio Poletti LauriniLuiz Koodi HottaPublished in: Math. Comput. Simul. (2013)
Keyphrases
- short term
- long term
- short term and long term
- stock market
- long term memory
- electric load forecasting
- medium term
- short and long term
- load forecasting
- forecasting model
- motion prediction
- wind speed
- neural network
- bayesian inference
- brownian motion
- anisotropic diffusion
- differential equations
- remote sensing
- parameter estimation
- artificial neural networks
- short term prediction
- expert systems