Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series (Q5293332)
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scientific article; zbMATH DE number 5169117
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series |
scientific article; zbMATH DE number 5169117 |
Statements
Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series (English)
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29 June 2007
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long memory
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fractional Langevin equation
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\(\alpha\)-stable processes
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Ornstein-Uhlenbeck process
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fractional ARIMA time series
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