Publication:5464974
From MaRDI portal
zbMath1066.82519MaRDI QIDQ5464974
Karina Weron, Aleksander Weron, Szymon Mercik, Krzysztof Burnecki
Publication date: 19 August 2005
Full work available at URL: http://th-www.if.uj.edu.pl/acta/vol34/abs/v34p3773.htm
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
60G18: Self-similar stochastic processes
