A SIMULATION METHOD FOR LOG-FRACTIONAL STABLE MOTION

DOI10.1142/S0218348X09004399MaRDI QIDQ3637997zbMATH OpenOpenAlexFDO

Authors Mohammad Hassan Mohammadi, Adel Mohammadpour

Publication date 14 July 2009

Published in Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218348x09004399

zbMATH Keywords

Fast Fourier TransformHurst ParameterLinear Fractional Stable MotionLog Fractional Stable MotionSelf-SimilaritySimulation

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Operations research and management science (90B99)

Recommendations

• SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM
• Fourier series approximation of linear fractional stable motion
• On fractional tempered stable motion
• Simulation of a local time fractional stable motion
• Simulating Sample Paths of Linear Fractional Stable Motion

Cites work

• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• Long memory and self-similar processes
• SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM

Cited in

(4)

• Fourier series approximation of linear fractional stable motion
• Simulating Sample Paths of Linear Fractional Stable Motion
• SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM
• An analytical representation of bivariate isotropic stable density

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