Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes (Q5421585)
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scientific article; zbMATH DE number 5204500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes |
scientific article; zbMATH DE number 5204500 |
Statements
Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes (English)
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24 October 2007
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Lamperti transformation
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Langevin equation
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long memory
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Ornstein-Uhlenbeck process
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stable processes
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