Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes (Q2295017)
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scientific article
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| English | Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes |
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Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes (English)
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12 February 2020
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long-range dependence
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moving average processes
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semimartingales
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stochastic differential equations
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0.7479655742645264
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0.7457979917526245
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0.7426612377166748
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