This paper investigates the performance of different forecasting formulas with fractional Brownian motion based on discrete and finite samples. Existing literature presents two formulas for generat...

中文翻译：

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关于分数布朗运动的最优预测

本文研究了基于离散和有限样本的分数布朗运动的不同预测公式的性能。现有文献提出了两个生成公式...