Publication:2120387

DOI10.1016/j.chaos.2020.109632zbMath1483.60060OpenAlexW3004308661MaRDI QIDQ2120387

Ming Li, He Liu, Aleksey Kudreyko, Enrico Zio, Wan-Qing Song

Publication date: 31 March 2022

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2020.109632

zbMATH Keywords

stochastic differential equationlong-range dependenceforecasting modelfractional Lévy stable motion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18) Numerical solutions to stochastic differential and integral equations (65C30)

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