APPLICATION OF p-ADIC ANALYSIS TO TIME SERIES

DOI10.1142/S0219025713500306zbMath1300.60052arXiv1312.3878OpenAlexW1989635879MaRDI QIDQ5401581

M. de Jesús Correa López, A. G. Jaramillo, Klaudia Oleschko, Sergei V. Kozyrev, Andrei Yu. Khrennikov

Publication date: 10 March 2014

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.3878

zbMATH Keywords

time series\(p\)-adic analysis\(p\)-adic Brownian motion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Inference from stochastic processes and spectral analysis (62M15) Non-Archimedean analysis (26E30)

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Cites Work

• The Cauchy problems for evolutionary pseudo-differential equations over \(p\)-adic field and the wavelet theory
• A non-Archimedean wave equation
• Stochastic \(p\)-adic equations of mathematical physics
• Schrödinger-type operator over \(p\)-adic number field
• Parabolic equations and Markov processes over \(p\)-adic fields
• Wavelets on ultrametric spaces
• Measures in wavelet decompositions
• The measure of a measurement
• p -adic Brownian motion
• Wavelet theory as $ p$-adic spectral analysis
• ULTRAMETRIC RANDOM FIELD
• On the wavelet formalism for multifractal analysis

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