Superposition of Diffusions with Linear Generator and its Multifractal Limit Process (Q4709879): Difference between revisions

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Latest revision as of 15:07, 30 December 2024

scientific article; zbMATH DE number 1932962
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English
Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
scientific article; zbMATH DE number 1932962

    Statements

    Superposition of Diffusions with Linear Generator and its Multifractal Limit Process (English)
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    23 June 2003
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    fractals
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    long range dependence
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    self-similarity
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    stationarity
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    higher order statistics
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    bispectrum
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    network traffic
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    superposition
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    diffusion processes
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    CIR processes
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    DLG process
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    square root process
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