SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM (Q5719311)
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scientific article; zbMATH DE number 2248366
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM |
scientific article; zbMATH DE number 2248366 |
Statements
SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM (English)
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18 January 2006
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Simulation
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stochastic integral representation
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Self-similarity
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Hurst Parameter
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fractional autoregressive moving average time series
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Heavy Tails
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Wavelets
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Mallat's Algorithm
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