A SIMULATION METHOD FOR LOG-FRACTIONAL STABLE MOTION

DOI10.1142/S0218348X09004399zbMath1171.65454OpenAlexW2098991116MaRDI QIDQ3637997

Adel Mochammadpour, Mohammad Mohammadi

Publication date: 14 July 2009

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x09004399

zbMATH Keywords

SimulationFast Fourier TransformHurst ParameterLinear Fractional Stable MotionLog Fractional Stable MotionSelf-Similarity

Mathematics Subject Classification ID

Cites Work

• Long memory and self-similar processes
• SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM
• Unnamed Item

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