Short and long memory fractional ornstein-uhlenbeck α-stable processes
- Author
- MAGDZIARZ, Marcin1
[1] Institute of Mathematics and Computer Science, Wroclaw University of Technology, Wroclaw, Poland - Source
Stochastic models. 2007, Vol 23, Num 3, pp 451-473, 23 p ; ref : 11 ref
- CODEN
- SMTOBE
- ISSN
- 1532-6349
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Taylor & Francis, Philadelphia, PA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Author keyword
- Lamperti transformation; Langevin equation; Long memory; Ornstein- Uhlenbeck process; Stable processes Primary 60H10; Secondary 60G52
- Keyword (fr)
- Application Equation linéaire Modèle stochastique Moment statistique Processus Ornstein Uhlenbeck Processus fractionnaire Processus stable Processus stationnaire Second moment Théorie probabilité Transformation linéaire 15404 60G10 60G52 62E17 Processus mémoire longue
- Keyword (en)
- Application Linear equation Stochastic model Statistical moment Ornstein Uhlenbeck process Fractional process Stable process Stationary process Second moment Probability theory Linear transformation Long memory process
- Keyword (es)
- Aplicación Ecuación lineal Modelo estocástico Momento estadístico Proceso Ornstein Uhlenbeck Proceso fraccional Proceso estable Proceso estacionario Segundo momento Teoría probabilidad Transformación lineal
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01I Stochastic analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02F Distribution theory
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 18987540
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Access to the document
Install on your browser
DOI
10.1080/15326340701471091 
https://dx.doi.org/10.1080/15326340701471091
"O:13:\"PanistOpenUrl\":36:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000idc\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:25:\"10.1080\/15326340701471091\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:71:\"Short and long memory fractional ornstein-uhlenbeck \u03b1-stable processes\";s:9:\"\u0000*\u0000jtitle\";s:17:\"Stochastic models\";s:9:\"\u0000*\u0000stitle\";s:13:\"Stoch. models\";s:7:\"\u0000*\u0000date\";s:4:\"2007\";s:9:\"\u0000*\u0000volume\";s:2:\"23\";s:8:\"\u0000*\u0000issue\";s:1:\"3\";s:8:\"\u0000*\u0000spage\";s:3:\"451\";s:8:\"\u0000*\u0000epage\";s:3:\"473\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"1532-6349\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:9:\"MAGDZIARZ\";s:10:\"\u0000*\u0000aufirst\";s:6:\"Marcin\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:0:{}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"SMTOBE\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:71:\"Short and long memory fractional ornstein-uhlenbeck \u03b1-stable processes\";s:8:\"\u0000*\u0000place\";s:16:\"Philadelphia, PA\";s:6:\"\u0000*\u0000pub\";s:16:\"Taylor & Francis\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:2:\"23\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Panist access
"O:12:\"IstexOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:25:\"10.1080\/15326340701471091\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:71:\"Short and long memory fractional ornstein-uhlenbeck \u03b1-stable processes\";s:9:\"\u0000*\u0000jtitle\";s:17:\"Stochastic models\";s:9:\"\u0000*\u0000stitle\";s:13:\"Stoch. models\";s:7:\"\u0000*\u0000date\";s:4:\"2007\";s:9:\"\u0000*\u0000volume\";s:2:\"23\";s:8:\"\u0000*\u0000issue\";s:1:\"3\";s:8:\"\u0000*\u0000spage\";s:3:\"451\";s:8:\"\u0000*\u0000epage\";s:3:\"473\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"1532-6349\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:9:\"MAGDZIARZ\";s:10:\"\u0000*\u0000aufirst\";s:6:\"Marcin\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:0:{}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"SMTOBE\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:71:\"Short and long memory fractional ornstein-uhlenbeck \u03b1-stable processes\";s:8:\"\u0000*\u0000place\";s:16:\"Philadelphia, PA\";s:6:\"\u0000*\u0000pub\";s:16:\"Taylor & Francis\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:2:\"23\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Istex access
"O:16:\"UnpaywallOpenUrl\":35:{s:8:\"\u0000*\u0000email\";s:27:\"assistance-portail@inist.fr\";s:6:\"\u0000*\u0000fmt\";N;s:6:\"\u0000*\u0000doi\";s:25:\"10.1080\/15326340701471091\";s:6:\"\u0000*\u0000pii\";N;s:7:\"\u0000*\u0000pmid\";N;s:9:\"\u0000*\u0000atitle\";N;s:9:\"\u0000*\u0000jtitle\";N;s:9:\"\u0000*\u0000stitle\";N;s:7:\"\u0000*\u0000date\";N;s:9:\"\u0000*\u0000volume\";N;s:8:\"\u0000*\u0000issue\";N;s:8:\"\u0000*\u0000spage\";N;s:8:\"\u0000*\u0000epage\";N;s:8:\"\u0000*\u0000pages\";N;s:7:\"\u0000*\u0000issn\";N;s:8:\"\u0000*\u0000eissn\";N;s:9:\"\u0000*\u0000aulast\";N;s:10:\"\u0000*\u0000aufirst\";N;s:9:\"\u0000*\u0000auinit\";N;s:10:\"\u0000*\u0000auinitm\";N;s:5:\"\u0000*\u0000au\";N;s:9:\"\u0000*\u0000aucorp\";N;s:7:\"\u0000*\u0000isbn\";N;s:8:\"\u0000*\u0000coden\";N;s:8:\"\u0000*\u0000genre\";N;s:7:\"\u0000*\u0000part\";N;s:9:\"\u0000*\u0000btitle\";N;s:8:\"\u0000*\u0000title\";N;s:8:\"\u0000*\u0000place\";N;s:6:\"\u0000*\u0000pub\";N;s:10:\"\u0000*\u0000edition\";N;s:9:\"\u0000*\u0000tpages\";N;s:9:\"\u0000*\u0000series\";N;s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";N;}"
Unpaywall access
"O:16:\"EuropePMCOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:25:\"10.1080\/15326340701471091\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:71:\"Short and long memory fractional ornstein-uhlenbeck \u03b1-stable processes\";s:9:\"\u0000*\u0000jtitle\";s:17:\"Stochastic models\";s:9:\"\u0000*\u0000stitle\";s:13:\"Stoch. models\";s:7:\"\u0000*\u0000date\";s:4:\"2007\";s:9:\"\u0000*\u0000volume\";s:2:\"23\";s:8:\"\u0000*\u0000issue\";s:1:\"3\";s:8:\"\u0000*\u0000spage\";s:3:\"451\";s:8:\"\u0000*\u0000epage\";s:3:\"473\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"1532-6349\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:9:\"MAGDZIARZ\";s:10:\"\u0000*\u0000aufirst\";s:6:\"Marcin\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:0:{}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"SMTOBE\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:71:\"Short and long memory fractional ornstein-uhlenbeck \u03b1-stable processes\";s:8:\"\u0000*\u0000place\";s:16:\"Philadelphia, PA\";s:6:\"\u0000*\u0000pub\";s:16:\"Taylor & Francis\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:2:\"23\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Europe PubMed Central access
"O:11:\"BaseOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:25:\"10.1080\/15326340701471091\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:71:\"Short and long memory fractional ornstein-uhlenbeck \u03b1-stable processes\";s:9:\"\u0000*\u0000jtitle\";s:17:\"Stochastic models\";s:9:\"\u0000*\u0000stitle\";s:13:\"Stoch. models\";s:7:\"\u0000*\u0000date\";s:4:\"2007\";s:9:\"\u0000*\u0000volume\";s:2:\"23\";s:8:\"\u0000*\u0000issue\";s:1:\"3\";s:8:\"\u0000*\u0000spage\";s:3:\"451\";s:8:\"\u0000*\u0000epage\";s:3:\"473\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"1532-6349\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:9:\"MAGDZIARZ\";s:10:\"\u0000*\u0000aufirst\";s:6:\"Marcin\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:0:{}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"SMTOBE\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:71:\"Short and long memory fractional ornstein-uhlenbeck \u03b1-stable processes\";s:8:\"\u0000*\u0000place\";s:16:\"Philadelphia, PA\";s:6:\"\u0000*\u0000pub\";s:16:\"Taylor & Francis\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:2:\"23\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Base Search access
"O:12:\"ArXivOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:25:\"10.1080\/15326340701471091\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:71:\"Short and long memory fractional ornstein-uhlenbeck \u03b1-stable processes\";s:9:\"\u0000*\u0000jtitle\";s:17:\"Stochastic models\";s:9:\"\u0000*\u0000stitle\";s:13:\"Stoch. models\";s:7:\"\u0000*\u0000date\";s:4:\"2007\";s:9:\"\u0000*\u0000volume\";s:2:\"23\";s:8:\"\u0000*\u0000issue\";s:1:\"3\";s:8:\"\u0000*\u0000spage\";s:3:\"451\";s:8:\"\u0000*\u0000epage\";s:3:\"473\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"1532-6349\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:9:\"MAGDZIARZ\";s:10:\"\u0000*\u0000aufirst\";s:6:\"Marcin\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:0:{}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"SMTOBE\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:71:\"Short and long memory fractional ornstein-uhlenbeck \u03b1-stable processes\";s:8:\"\u0000*\u0000place\";s:16:\"Philadelphia, PA\";s:6:\"\u0000*\u0000pub\";s:16:\"Taylor & Francis\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:2:\"23\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
arXiv access
