Ornstein-Uhlenbeck processes for geophysical data analysis Article

Habtemicael, Semere, SenGupta, Indranil. (2014). Ornstein-Uhlenbeck processes for geophysical data analysis . PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 399 147-156. 10.1016/j.physa.2013.12.050

cited authors

  • Habtemicael, Semere; SenGupta, Indranil

authors

publication date

  • April 1, 2014

published in

keywords

  • Characteristic function
  • EXIT TIMES
  • Exit time
  • Gamma processes
  • Levy processes
  • MODELS
  • Ornstein-Uhlenbeck processes
  • Physical Sciences
  • Physics
  • Physics, Multidisciplinary
  • SCALE-INVARIANCE
  • Science & Technology

Digital Object Identifier (DOI)

publisher

  • ELSEVIER SCIENCE BV

start page

  • 147

end page

  • 156

volume

  • 399