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~isPartOf:"Statistics & Probability Letters"
~subject:"Continuous time random walk"
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Continuous time random walk
Continuous time
2
1) process
1
Almost sure convergence
1
Asymptotic normality
1
Black–Scholes–Merton model
1
COGARCH(1
1
Compartment model
1
Compound process
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Consistency
1
Continuous time asymmetric power GARCH(1
1
Continuous-time Durbin–Watson statistic
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Continuous-time Markov chain
1
Continuous-time Markov chains
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Continuous-time random walk
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Density function
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Fractional Poisson process
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Hausdorff dimension
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Hermite process
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Inhomogeneous Markov chains
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Kernel estimation
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Kernel estimator
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Random fractal
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Rate of convergence
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Scaling limit
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Uniform ergodicity
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Waiting time process
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Chen, Zhenlong
1
Meerschaert, Mark M.
1
Nane, Erkan
1
Xiao, Yimin
1
Xu, Lin
1
Zhu, Dongjin
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Statistics & Probability Letters
Physica A: Statistical Mechanics and its Applications
4
Stochastic Processes and their Applications
3
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Generalized
continuous
time
random walks and Hermite processes
Chen, Zhenlong
;
Xu, Lin
;
Zhu, Dongjin
- In:
Statistics & Probability Letters
99
(
2015
)
C
,
pp. 44-53
Generalized
continuous
time
random walks with independent, heavy-tailed random waiting times and long range dependent …
Persistent link: https://www.econbiz.de/10011208330
Saved in:
2
Fractal dimension results for
continuous
time
random walks
Meerschaert, Mark M.
;
Nane, Erkan
;
Xiao, Yimin
- In:
Statistics & Probability Letters
83
(
2013
)
4
,
pp. 1083-1093
Continuous
time
random walks impose random waiting times between particle jumps. This paper computes the fractal …
Persistent link: https://www.econbiz.de/10010662339
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