Dynamic models of long-memory processes driven by Lévy noise (Q4804729)
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scientific article; zbMATH DE number 1902499
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| English | Dynamic models of long-memory processes driven by Lévy noise |
scientific article; zbMATH DE number 1902499 |
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Dynamic models of long-memory processes driven by Lévy noise (English)
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27 July 2003
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long-range dependence
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Lévy processes
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heavy-tailed processes
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fractional stochastic difference equations
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0.797686755657196
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0.7826064825057983
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0.7557055354118347
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0.7529577016830444
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0.7497885227203369
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