Parametric Estimation in the Vasicek-Type Model Driven by Sub-Fractional Brownian Motion.
Shengfeng LiYi DongPublished in: Algorithms (2018)
Keyphrases
- model driven
- fractional brownian motion
- long range
- non stationary
- data driven
- service oriented
- data integration
- model driven development
- metamodel
- fractal dimension
- long range dependence
- financial markets
- service oriented architecture
- databases
- black box
- parameter estimation
- least squares
- user interface
- feature extraction
- decision making