How close are time series to power tail Lévy diffusions?
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Publication:4644249
DOI10.1063/1.4986496OpenAlexW2609495146WikidataQ39015574 ScholiaQ39015574MaRDI QIDQ4644249
Adam Hugh Monahan, Tania Kosenkova, Michael A. Högele, Jan M. Gairing
Publication date: 30 May 2018
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.06100
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Diffusion processes (60J60)
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