HEAVY-TAILED DISTRIBUTION AND LOCAL LONG MEMORY IN TIME SERIES OF MOLECULAR MOTION ON THE CELL MEMBRANE

DOI10.1142/S0219477511000429zbMath1271.62210OpenAlexW4242958143MaRDI QIDQ4911785

Tian-shuang Qiu, Hu Sheng, Yang Quan Chen

Publication date: 20 March 2013

Published in: Fluctuation and Noise Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219477511000429

zbMATH Keywords

heavy-tailed distributionlocal Hölder exponentHurst parameter\(\alpha\)-stable distributionlocal long memory

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Uses Software

• longmemo

Cites Work

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