How close are time series to power tail Lévy diffusions?-Reference-Cited by-同舟云学术

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How close are time series to power tail Lévy diffusions?

Published:2017-07 Issue:7 Volume:27 Page:073112
ISSN:1054-1500
Container-title:Chaos: An Interdisciplinary Journal of Nonlinear Science
language:en
Short-container-title:Chaos

Author:

Gairing Jan M.¹,Högele Michael A.²,Kosenkova Tania³^ORCID,Monahan Adam H.⁴

Affiliation:

1. Institut für Mathematik, Humboldt-Universität zu Berlin, Berlin, Germany

2. Departamento de Matemáticas, Universidad de los Andes, Bogotá, Colombia

3. Institut für Mathematik, Universität Potsdam, Potsdam, Germany

4. School of Earth and Ocean Sciences, University of Victoria, Victoria, British Columbia V8W 3V6, Canada

Funder

Deutsche Forschungsgemeinschaft (DFG)

Facultad de Ciencias, Universidad de los Andes

Natural Sciences and Engineering Research Council of Canada (NSERC)

Publisher

AIP Publishing

Subject

Applied Mathematics,General Physics and Astronomy,Mathematical Physics,Statistical and Nonlinear Physics

Link

http://aip.scitation.org/doi/pdf/10.1063/1.4986496

Reference32 articles.

1. Lévy Processes and Stochastic Calculus

2. Stochastic resonance in climatic change

3. Mixed-mode oscillations and interspike interval statistics in the stochastic FitzHugh–Nagumo model

4. On the Distributions of $L_p$ Norms of Weighted Uniform Empirical and Quantile Processes

5. Nonlinear Climate Dynamics

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1. Ergodicity bounds for stable Ornstein–Uhlenbeck systems in Wasserstein distance with applications to cutoff stability;Chaos: An Interdisciplinary Journal of Nonlinear Science;2023-11-01

2. Cutoff Thermalization for Ornstein–Uhlenbeck Systems with Small Lévy Noise in the Wasserstein Distance;Journal of Statistical Physics;2021-08-30

3. The Structure of Climate Variability Across Scales;Reviews of Geophysics;2020-03-25

4. Bispectral unfolding of the skewness of correlated additive and multiplicative noise processes;Chaos: An Interdisciplinary Journal of Nonlinear Science;2020-02

5. The first passage problem for stable linear delay equations perturbed by power law Lévy noise;Chaos: An Interdisciplinary Journal of Nonlinear Science;2019-06

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