Discrete Langevin-type equation for <i>p</i>-order persistent time series and procedure of its reconstruction (Q5000844): Difference between revisions

Latest revision as of 06:10, 26 July 2024

scientific article; zbMATH DE number 7372070

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English	Discrete Langevin-type equation for <i>p</i>-order persistent time series and procedure of its reconstruction	scientific article; zbMATH DE number 7372070

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scholarly article

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title

Discrete Langevin-type equation for <i>p</i>-order persistent time series and procedure of its reconstruction (English)

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zbMATH Open document ID

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Chaos: An Interdisciplinary Journal of Nonlinear Science

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publication date

15 July 2021

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Mathematics Subject Classification ID

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describes a project that uses

TSA

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1063/5.0048598

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OpenAlex ID

W3172846540

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cites work

Fractional Brownian Motions, Fractional Noises and Applications

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Q4154814

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AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

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Fractional differencing

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Q3928091

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Threshold models in non-linear time series analysis

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Q3999154

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Threshold models in time series analysis -- 30 years on

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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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Generalized autoregressive conditional heteroscedasticity

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Q5434186

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Stochastic Processes and Applications

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Analysis of data sets of stochastic systems

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A note on estimating drift and diffusion parameters from time series

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A nonlinear long memory model, with an application to US unemployment.

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Q5547508

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Reconstruction of the modified discrete Langevin equation from persistent time series

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Asymptotic methods for the Fokker-Planck equation and the exit problem in applications

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Detecting long-range correlations with detrended fluctuation analysis

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Sitelinks

Mathematics(1 entry)

mardi Publication:5000844

@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Q4154814
@@ Property / cites work: Q4154814 / rank @@
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+Q3928091
@@ Property / cites work: Q3928091 / rank @@
+Normal rank
@@ Property / cites work @@
+Threshold models in non-linear time series analysis
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+Threshold models in time series analysis -- 30 years on
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Q5434186
@@ Property / cites work: Q5434186 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Processes and Applications
@@ Property / cites work: Stochastic Processes and Applications / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of data sets of stochastic systems
@@ Property / cites work: Analysis of data sets of stochastic systems / rank @@
+Normal rank
@@ Property / cites work @@
+A note on estimating drift and diffusion parameters from time series
+Normal rank
@@ Property / cites work @@
+A nonlinear long memory model, with an application to US unemployment.
+Normal rank
@@ Property / cites work @@
+Q5547508
@@ Property / cites work: Q5547508 / rank @@
+Normal rank
@@ Property / cites work @@
+Reconstruction of the modified discrete Langevin equation from persistent time series
+Normal rank
@@ Property / cites work @@
+Asymptotic methods for the Fokker-Planck equation and the exit problem in applications
+Normal rank
@@ Property / cites work @@
+Detecting long-range correlations with detrended fluctuation analysis
+Normal rank