搜索结果: 1-1 共查到“经济学 Fractional derivatives”相关记录1条 . 查询时间(0.078 秒)
Fractional derivatives of random walks: Time series with long-time memory
Fractional derivatives random walks Time series long-time memory
2010/12/20
We review statistical properties of models generated by the application of a (positive and negative order) fractional derivative operator to a standard random walk and show that the resulting stochas...