Simulating Sample Paths of Linear Fractional Stable Motion (Q3547799)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulating Sample Paths of Linear Fractional Stable Motion |
scientific article |
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Simulating Sample Paths of Linear Fractional Stable Motion (English)
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21 December 2008
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fast Fourier transform
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heavy-tailed distributions
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linear fractional stable motion
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linear process
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long-range dependence
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simulation
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