Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions (Q5947840): Difference between revisions

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Revision as of 23:45, 4 March 2024

scientific article; zbMATH DE number 1666200
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Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions
scientific article; zbMATH DE number 1666200

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    Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions (English)
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    23 October 2001
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    autoregressive processes
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    short-range correlations
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    initial truncated Levy form distribution
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