Conditional statistical properties of the complex systems having long-duration memory

DOI10.1016/j.physa.2014.05.013zbMath1395.62304arXiv1305.0090OpenAlexW1969201913MaRDI QIDQ1782947

Congjie Ou, Guozhen Su, Jincan Chen, Bihong Lin, Zhifu Huang

Publication date: 20 September 2018

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

Full work available at URL: https://arxiv.org/abs/1305.0090

zbMATH Keywords

complex systemconditional probability distribution functionlong-duration memory

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99)

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• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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