Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series
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Publication:5293332
DOI10.4064/sm181-1-4zbMath1123.60045OpenAlexW1981474709MaRDI QIDQ5293332
Aleksander Weron, Marcin Magdziarz
Publication date: 29 June 2007
Published in: Studia Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/sm181-1-4
Ornstein-Uhlenbeck processlong memory\(\alpha\)-stable processesfractional Langevin equationfractional ARIMA time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)
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