Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series

Studia Mathematica

Volumn 181, Issue 1, 2007, Pages 47-60

  Magdziarz, M ^a   Weron, A ^a  

^a Wrocław University of Technology ^*  (Poland)

Author keywords

stable processes; Fractional ARIMA time series; Fractional langevin equation; Long memory; Ornstein uhlenbeck process

Indexed keywords

EID: 34548527660     PISSN: 00393223     EISSN: None     Source Type: Journal    
DOI: 10.4064/sm181-1-4     Document Type: Article

References (17)

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