Generalized Cauchy Process: Difference Iterative Forecasting Model
The contribution of this article is mainly to develop a new stochastic sequence forecasting model, which is also called the difference iterative forecasting model based on the Generalized Cauchy (GC) process. The GC process is a Long-Range Dependent (LRD) process described by two independent paramet...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-04-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/5/2/38 |