Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator (Q5078010)
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scientific article; zbMATH DE number 7529944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator |
scientific article; zbMATH DE number 7529944 |
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Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator (English)
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20 May 2022
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continuous-time autoregressive process
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Lévy noise
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delayed stochastic process
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inverse of the stable subordinator
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Mittag-Leffler function
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correlation structure
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