Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation (Q5221500)
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scientific article; zbMATH DE number 7184769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation |
scientific article; zbMATH DE number 7184769 |
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Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation (English)
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1 April 2020
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generalized Langevin equation
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codifference and spectral covariance
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stable processes
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maximum likelihood estimation method
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