Exponentially damped Lévy flights
type: Item
instance of: scholarly article
title: Exponentially damped Lévy flights
zbMATH Open document ID: 1027.60040
DOI: 10.1016/S0378-4371(03)00363-7
author: Raul Matsushita
author: Sergio Da Silva
author: Pushpa N. Rathie
published in: Physica A
publication date: 2003-07-27T00:00:00Z
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 82B05
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 1953692
zbMATH Keywords: feedback
zbMATH Keywords: truncation parameters
zbMATH Keywords: nonlinear least-square estimation
MaRDI profile type: Publication
cites work: Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
cites work: Autocorrelation as a source of truncated Lévy flights in foreign exchange rates
cites work: Introduction to Econophysics
cites work: The Kalman-Lévy filter
full work available at URL: s0378-4371(03)00363-7
OpenAlex ID: W2146657445
description: scientific article; zbMATH DE number 1953692