Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model
We present here the autoregressive tempered fractionally integrated moving average (ARTFIMA) process obtained by taking the tempered fractional difference operator of the non-Gaussian stable noise. The tempering parameter makes the ARTFIMA process stationary for a wider range of the memory parameter...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing Ltd
2022
|
| Subjects: | |
| Online Access: | View Fulltext in Publisher |