An exactly solvable correlated stochastic process in finite time

DOI10.1016/j.physa.2014.03.055zbMath1395.60012OpenAlexW1969790311MaRDI QIDQ1782856

Junghyo Jo, Jong-Wook Kim

Publication date: 20 September 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2014.03.055

zbMATH Keywords

Bayesian statisticstime-series dataEhrenfest urn

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Combinatorial probability (60C05) Stochastic processes (60G99)

Related Items (1)

Robust Bayesian analysis of a multivariate dynamic model

Cites Work

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• Bayesian Logical Data Analysis for the Physical Sciences
• Fractional Brownian Motions, Fractional Noises and Applications
• A simple urn model

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