Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system
type: Item
instance of: scholarly article
title: Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system
zbMATH Open document ID: 1400.60071
author: Janusz Gajda
author: Agnieszka Wyłomańska
author: Radosław Zimroz
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6978558
zbMATH Keywords: subordination
zbMATH Keywords: subdiffusion
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: CARMA process
MaRDI profile type: Publication
full work available at URL: j.physa.2016.07.041
OpenAlex ID: W2487288103
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DOI: 10.1016/J.PHYSA.2016.07.041
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description: scientific article; zbMATH DE number 6978558