A generalized Cauchy process having cubic nonlinearity

DOI10.1016/S0034-4877(11)00011-5MaRDI QIDQ410691zbMATH OpenOpenAlexFDO

Authors Hidetoshi Konno, Yoshiyasu Tamura

Publication date 3 April 2012

Published in Reports on Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0034-4877(11)00011-5

zbMATH Keywords

methods of parameter estimationnonlinearity-noise mterplayphysical signfficance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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Cited in

(3)

• Truncated Lévy flights and generalized Cauchy processes
• A generalized Cauchy process and its application to relaxation phenomena
• On \(1/f\) noise

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