Publication Date:
2016-11-23
Description:
Author(s): Hanna Loch-Olszewska, Grzegorz Sikora, Joanna Janczura, and Aleksander Weron In this paper, we study ergodic properties of α -stable autoregressive fractionally integrated moving average ( ARFIMA ) processes which form a large class of anomalous diffusions. A crucial practical question is how long trajectories one needs to observe in an experiment in order to claim that the ana… [Phys. Rev. E 94, 052136] Published Tue Nov 22, 2016
Keywords:
Statistical Physics
Print ISSN:
1539-3755
Electronic ISSN:
1550-2376
Topics:
Physics
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