Fractional Lévy stable motion: finite difference iterative forecasting model (Q2120387): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.chaos.2020.109632 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3004308661 / rank | |||
Normal rank | |||
Latest revision as of 20:09, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Lévy stable motion: finite difference iterative forecasting model |
scientific article |
Statements
Fractional Lévy stable motion: finite difference iterative forecasting model (English)
0 references
31 March 2022
0 references
fractional Lévy stable motion
0 references
long-range dependence
0 references
stochastic differential equation
0 references
forecasting model
0 references
