PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION
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Publication:5497011
DOI10.1142/S0218348X05002775zbMath1304.28010MaRDI QIDQ5497011
Murad S. Taqqu, Stilian A. Stoev
Publication date: 30 January 2015
Published in: Fractals (Search for Journal in Brave)
self-similarityheavy tailspath continuityHölder regularitymultifractional Brownian motionlocal self-similaritylinear fractional stable motion
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fractional processes, including fractional Brownian motion (60G22) Fractals (28A80)
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