Fractional Lévy stable motion: finite difference iterative forecasting model
From MaRDI portal
Publication:2120387
DOI10.1016/j.chaos.2020.109632zbMath1483.60060OpenAlexW3004308661MaRDI QIDQ2120387
Ming Li, He Liu, Aleksey Kudreyko, Enrico Zio, Wan-Qing Song
Publication date: 31 March 2022
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2020.109632
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18) Numerical solutions to stochastic differential and integral equations (65C30)
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