Publication:5464974

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zbMath1066.82519MaRDI QIDQ5464974

Karina Weron, Aleksander Weron, Szymon Mercik, Krzysztof Burnecki

Publication date: 19 August 2005

Full work available at URL: http://th-www.if.uj.edu.pl/acta/vol34/abs/v34p3773.htm

Mathematics Subject Classification ID

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

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

60G18: Self-similar stochastic processes

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