A generalized Cauchy process having cubic nonlinearity
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Publication:410691
DOI10.1016/S0034-4877(11)00011-5zbMath1235.62122MaRDI QIDQ410691
Hidetoshi Konno, Yoshiyasu-Hamada Tamura
Publication date: 3 April 2012
Published in: Reports on Mathematical Physics (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
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