Simulating Sample Paths of Linear Fractional Stable Motion (Q3547799)
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scientific article; zbMATH DE number 5455114
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| default for all languages | No label defined |
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| English | Simulating Sample Paths of Linear Fractional Stable Motion |
scientific article; zbMATH DE number 5455114 |
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Simulating Sample Paths of Linear Fractional Stable Motion (English)
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21 December 2008
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fast Fourier transform
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heavy-tailed distributions
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linear fractional stable motion
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linear process
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long-range dependence
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simulation
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0.775503396987915
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0.7591685652732849
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0.7588257789611816
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0.7563126087188721
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