Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes-Reference-Cited by-同舟云学术

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Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes

Published:2007-07-27 Issue:3 Volume:23 Page:451-473
ISSN:1532-6349
Container-title:Stochastic Models
language:en
Short-container-title:Stochastic Models

Author:

Magdziarz Marcin

Publisher

Informa UK Limited

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/15326340701471091

Reference11 articles.

1. Fractional Ornstein-Uhlenbeck processes

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4. Estimation and testing of the Hurst parameter usingp-variation;Journal of Physics A: Mathematical and Theoretical;2013-07-24

5. Correlated continuous-time random walks—scaling limits and Langevin picture;Journal of Statistical Mechanics: Theory and Experiment;2012-04-20

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