On discrete stochastic processes with long-lasting time dependence in the variance

DOI10.1140/EPJB/E2008-00387-2zbMath1188.91171arXiv0806.2617OpenAlexW3102660667MaRDI QIDQ977890

Sílvio M. Duarte Queirós

Publication date: 23 June 2010

Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0806.2617

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (1)

On a comparative study between dependence scales determined by linear and non-linear measures

Cites Work

• The Fokker-Planck equation. Methods of solution and applications.
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