Determining the background driving process of the Ornstein-Uhlenbeck model
نویسندگان
چکیده
In this work, we determine appropriate background driving processes for the 3-component superposed Ornstein-Uhlenbeck model by analyzing fractal characteristics of data sets using rescaled range analysis (R/S), detrended fluctuation (DFA), and diffusion entropy (DEA).
 See also https://ejde.math.txstate.edu/special/02/m1/abstr.html
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ژورنال
عنوان ژورنال: Electronic Journal of Differential Equations
سال: 2023
ISSN: ['1072-6691']
DOI: https://doi.org/10.58997/ejde.sp.02.m1