Media type: E-Book Title: On the optimal forecast with the fractional Brownian motion Contributor: Wang, Xiaohu [Author]; Zhang, Chen [Author]; Yu, Jun [Author] Published: Singapore: Singapore Management University, Oct 2022 Published in: Working paper ; 2022,12 Extent: 1 Online-Ressource (circa 29 Seiten); Illustrationen Language: English Keywords: Fractional Gaussian noise ; Conditional expectation ; Anti-persistence ; Continuous record ; Discrete record ; Optimal forecast ; Graue Literatur Origination: Footnote: Access State: Open Access