A generalized Cauchy process having cubic nonlinearity

DOI10.1016/S0034-4877(11)00011-5zbMath1235.62122MaRDI QIDQ410691

Hidetoshi Konno, Yoshiyasu-Hamada Tamura

Publication date: 3 April 2012

Published in: Reports on Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0034-4877(11)00011-5

zbMATH Keywords

methods of parameter estimation; nonlinearity-noise mterplay; physical signfficance

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M09: Non-Markovian processes: estimation

Related Items

Truncated Lévy flights and generalized Cauchy processes, On \(1/f\) noise

Cites Work

• Unnamed Item
• Unnamed Item
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• A new generalization of the negative binomial distribution
• Statistical physics II. Nonequilibrium statistical mechanics. Rev. transl. of the rev. orig. Jap. ed.
• Multifractal analysis of fluid particle accelerations in turbulence
• Experimental Lagrangian acceleration probability density function measurement
• Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994
• Continuous Markovian model for Lévy random walks with superdiffusive and superballistic regimes
• Velocity probability density functions of high Reynolds number turbulence
• Maximum likelihood estimators for generalized Cauchy processes
• Third-order Lagrangian stochastic modeling
• Fluctuation Dissipation Relation for a Langevin Model with Multiplicative Noise
• A generalized gamma distribution and its application in reliabilty
• Introduction to Econophysics
• On Generalized Gamma Functions Occurring in Diffraction Theory^*