Superposition of Diffusions with Linear Generator and its Multifractal Limit Process (Q4709879)
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scientific article; zbMATH DE number 1932962
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| English | Superposition of Diffusions with Linear Generator and its Multifractal Limit Process |
scientific article; zbMATH DE number 1932962 |
Statements
Superposition of Diffusions with Linear Generator and its Multifractal Limit Process (English)
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23 June 2003
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fractals
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long range dependence
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self-similarity
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stationarity
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higher order statistics
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bispectrum
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network traffic
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superposition
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diffusion processes
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CIR processes
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DLG process
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square root process
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0.7663091421127319
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0.7563825845718384
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0.7367007732391357
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0.7350011467933655
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