Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series (Q5293332): Difference between revisions

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Latest revision as of 00:32, 20 March 2024

scientific article; zbMATH DE number 5169117
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English
Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series
scientific article; zbMATH DE number 5169117

    Statements

    Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series (English)
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    29 June 2007
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    long memory
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    fractional Langevin equation
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    \(\alpha\)-stable processes
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    Ornstein-Uhlenbeck process
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    fractional ARIMA time series
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