ARTICLE
|
doi:10.20944/preprints202305.0734.v1
Subject:
Engineering,
Other
Keywords:
nabla difference; delta difference; ARMA; ARFIMA; bilateral difference; tempered; bilinear; stretching difference
Online: 10 May 2023 (10:15:22 CEST)
ARTICLE
|
doi:10.20944/preprints202212.0229.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
cryptocurrency; double long memory (LM); structural breaks (SBs); efficient market hypothesis; ARFIMA-FIGARCH model
Online: 13 December 2022 (07:03:26 CET)
ARTICLE
|
doi:10.20944/preprints202108.0161.v1
Subject:
Physical Sciences,
Condensed Matter Physics
Keywords:
long–range memory; 1/f noise; absolute value estimator; anomalous diffusion; ARFIMA; first–passage times; fractional Lèvy stable motion; Higuchi’s method; Mean squared displacement; multiplicative point process
Online: 6 August 2021 (11:22:25 CEST)