Introducing a new approach for modeling a given time series based on attributing any random variation to a jump event: jump-jump modeling
Abstract When analyzing the data sampled at discrete times, one encounters successive discontinuities in the trajectory of the sampled time series, even if the underlying path is continuous. On the other hand, the distinction between discontinuities caused by finite sampling of continuous stochastic...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Nature Portfolio
2024-01-01
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| Series: | Scientific Reports |
| Online Access: | https://doi.org/10.1038/s41598-024-51863-5 |