Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184)
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scientific article; zbMATH DE number 2182611
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| English | Diffusion-type models with given marginal distribution and autocorrelation function |
scientific article; zbMATH DE number 2182611 |
Statements
Diffusion-type models with given marginal distribution and autocorrelation function (English)
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23 June 2005
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ergodic diffusions
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generalized hyperbolic distributions
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long-range dependence
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saddlepoint approximation
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stochastic differential equation
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turbulence
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0.7571485638618469
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0.7496627569198608
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0.7276737689971924
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0.7242066860198975
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