Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation
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Publication:5221500
DOI10.1080/00949655.2015.1132318OpenAlexW2298477677MaRDI QIDQ5221500
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Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2015.1132318
stable processesgeneralized Langevin equationmaximum likelihood estimation methodcodifference and spectral covariance
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