A generalized Cauchy process having cubic nonlinearity

DOI10.1016/S0034-4877(11)00011-5zbMath1235.62122OpenAlexW2080370166MaRDI QIDQ410691

Hidetoshi Konno, Yoshiyasu-Hamada Tamura

Publication date: 3 April 2012

Published in: Reports on Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0034-4877(11)00011-5

zbMATH Keywords

methods of parameter estimationnonlinearity-noise mterplayphysical signfficance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Related Items (2)

Truncated Lévy flights and generalized Cauchy processes ⋮ On \(1/f\) noise

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