On highly skewed fractional log‐stable noise sequences and their application

DOI10.1111/jtsa.12671MaRDI QIDQ6135351

Unnamed Author, Harry Pavlopoulos

Publication date: 24 August 2023

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

zbMATH Keywords

Hurst exponentstability indexlinear fractional stable noiselog-stable processpersistence rangeskewness intensity

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Stable stochastic processes (60G52) Inference from stochastic processes (62Mxx)

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