M. Mariani, Peter K. Asante, William Kubin, Osei K. Tweneboah, Maria P. Beccar-Varela
{"title":"Determining the background driving process of the Ornstein-Uhlenbeck model","authors":"M. Mariani, Peter K. Asante, William Kubin, Osei K. Tweneboah, Maria P. Beccar-Varela","doi":"10.58997/ejde.sp.02.m1","DOIUrl":null,"url":null,"abstract":"In this work, we determine appropriate background driving processes for the 3-component superposed Ornstein-Uhlenbeck model by analyzing the fractal characteristics of the data sets using the rescaled range analysis (R/S), the detrended fluctuation analysis (DFA), and the diffusion entropy analysis (DEA). \nSee also https://ejde.math.txstate.edu/special/02/m1/abstr.html","PeriodicalId":49213,"journal":{"name":"Electronic Journal of Differential Equations","volume":null,"pages":null},"PeriodicalIF":0.8000,"publicationDate":"2023-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Electronic Journal of Differential Equations","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.58997/ejde.sp.02.m1","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
Abstract
In this work, we determine appropriate background driving processes for the 3-component superposed Ornstein-Uhlenbeck model by analyzing the fractal characteristics of the data sets using the rescaled range analysis (R/S), the detrended fluctuation analysis (DFA), and the diffusion entropy analysis (DEA).
See also https://ejde.math.txstate.edu/special/02/m1/abstr.html
期刊介绍:
All topics on differential equations and their applications (ODEs, PDEs, integral equations, delay equations, functional differential equations, etc.) will be considered for publication in Electronic Journal of Differential Equations.