Laplacian Split-BREAK Process with Application in Dynamic Analysis of the World Oil and Gas Market
This manuscript deals with a novel, nonlinear, and non-stationary stochastic model with symmetric, Laplacian distributed innovations. The obtained model, named Laplacian Split-BREAK (LSB) process, is intended for dynamic analysis of time series with pronounced and permanent fluctuations. By using th...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-06-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/12/7/622 |