Simulating Sample Paths of Linear Fractional Stable Motion (Q3547799)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Simulating Sample Paths of Linear Fractional Stable Motion |
scientific article; zbMATH DE number 5455114
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Simulating Sample Paths of Linear Fractional Stable Motion |
scientific article; zbMATH DE number 5455114 |
Statements
Simulating Sample Paths of Linear Fractional Stable Motion (English)
0 references
21 December 2008
0 references
fast Fourier transform
0 references
heavy-tailed distributions
0 references
linear fractional stable motion
0 references
linear process
0 references
long-range dependence
0 references
simulation
0 references
0.775503396987915
0 references
0.7591685652732849
0 references
0.7588257789611816
0 references
0.7563126087188721
0 references
