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 21:36, 21 January 2024
scientific article; zbMATH DE number 1666200
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English | 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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