Author:
Mariani Maria C.,Asante Peter K.,Kubin William,Tweneboah Osei K.,Beccar-Varela Maria
Abstract
In this work, we determine appropriate background driving processes for the 3-component superposed Ornstein-Uhlenbeck model by analyzing the fractal characteristics of the data sets using the rescaled range analysis (R/S), the detrended fluctuation analysis (DFA), and the diffusion entropy analysis (DEA).
See also https://ejde.math.txstate.edu/special/02/m1/abstr.html
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