UB Paderborn / Katalog / Suche / in CDI

Scaling properties of signals as origin of 1/f noise

Journal of statistical mechanics, 2014-06, Vol.2014 (6), p.P06005-15

2014

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Intermittency in relation with 1/f noise and stochastic differential equations

Chaos (Woodbury, N.Y.), 2013-06, Vol.23 (2), p.023102-023102

2013

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1/f noise from point process and time-subordinated Langevin equations

Journal of statistical mechanics, 2016-05, Vol.2016 (5), p.54022

2016

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Point process model of 1/f noise vs a sum of Lorentzians

Physical review. E, Statistical, nonlinear, and soft matter physics, 2005-05, Vol.71 (5 Pt 1), p.051105-051105, Article 051105

2005

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Coupled nonlinear stochastic differential equations generating arbitrary distributed observable with 1/f noise

Journal of statistical mechanics, 2016-04, Vol.2016 (4), p.43209

2016

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Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations

Journal of statistical mechanics, 2016-05, Vol.2016 (5), p.54035

2016

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Multiplicative point process as a model of trading activity

Physica A, 2004-11, Vol.343, p.505-514

2004

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Autoregressive model of 1/f noise

Physics letters. A, 1999, Vol.257 (1), p.37-42

Kaulakys, B.

1999

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Modeling financial markets by the multiplicative sequence of trades

Physica A, 2004-12, Vol.344 (1), p.128-133

2004

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On the intrinsic origin of 1/ f noise

Microelectronics and reliability, 2000-11, Vol.40 (11), p.1787-1790

Kaulakys, B.

2000

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Tsallis distributions and 1/f noise from nonlinear stochastic differential equations

Physical review. E, Statistical, nonlinear, and soft matter physics, 2011-11, Vol.84 (5 Pt 1), p.051125-051125, Article 051125

2011

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1/f Noise from nonlinear stochastic differential equations

Physical review. E, Statistical, nonlinear, and soft matter physics, 2010-03, Vol.81 (3 Pt 1), p.031105-031105, Article 031105

2010

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Long-range memory model of trading activity and volatility

Journal of statistical mechanics, 2006-10, Vol.2006 (10), p.P10016-P10016

2006

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Herding model and 1/f noise

Europhysics letters, 2011-12, Vol.96 (6), p.60007

2011

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Nonlinear stochastic differential equation as the background of financial fluctuations

Noise and Fluctuations (AIP Conference Proceedings Volume 1129), 2009, Vol.1129, p.563-568

2009

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Modeling scaled processes and clustering of events by the nonlinear stochastic differential equations

Noise and Fluctuations (AIP Conference Proceedings Volume 1129), 2009, Vol.1129, p.13-16

2009

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Consistent analytical approach for the quasi-classical radial dipole matrix elements

Journal of physics. B, Atomic, molecular, and optical physics, 1995-12, Vol.28 (23), p.4963-4971

Kaulakys, B

1995

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Modeling long-range memory trading activity by stochastic differential equations

Physica A, 2007-08, Vol.382 (1), p.114-120

2007

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Modeling non-Gaussian 1/f Noise by the Stochastic Differential Equations

Noise and Fluctuations (AIP Conference Proceedings Volume 922), 2007, Vol.922, p.439-442

2007

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Time problem in quantum mechanics and weak measurements

Physics letters. A, 2001-09, Vol.287 (5), p.297-303

2001

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Point Processes Modeling of Time Series Exhibiting Power-Law Statistics

Noise and Fluctuations (AIP Conference Proceedings Volume 922), 2007, Vol.922, p.535-538

2007

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Models for generation 1/ f noise

Microelectronics and reliability, 2000-11, Vol.40 (11), p.1781-1785

2000

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Modeling 1 / f noise

Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 1998-12, Vol.58 (6), p.7013-7019

1998

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Trading activity as driven Poisson process: Comparison with empirical data

Physica A, 2008-06, Vol.387 (15), p.3891-3896

2008

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Nonlinear stochastic models of 1 / f noise and power-law distributions

Physica A, 2006-06, Vol.365 (1), p.217-221

2006

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Scaling properties of signals as origin of 1/f noise

Intermittency in relation with 1/f noise and stochastic differential equations

1/f noise from point process and time-subordinated Langevin equations

Point process model of 1/f noise vs a sum of Lorentzians

Coupled nonlinear stochastic differential equations generating arbitrary distributed observable with 1/f noise

Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations

Multiplicative point process as a model of trading activity

Autoregressive model of 1/f noise

Modeling financial markets by the multiplicative sequence of trades

On the intrinsic origin of 1/ f noise

Tsallis distributions and 1/f noise from nonlinear stochastic differential equations

1/f Noise from nonlinear stochastic differential equations

Long-range memory model of trading activity and volatility

Herding model and 1/f noise

Nonlinear stochastic differential equation as the background of financial fluctuations

Modeling scaled processes and clustering of events by the nonlinear stochastic differential equations

Consistent analytical approach for the quasi-classical radial dipole matrix elements

Modeling long-range memory trading activity by stochastic differential equations

Modeling non-Gaussian 1/f Noise by the Stochastic Differential Equations

Time problem in quantum mechanics and weak measurements

Point Processes Modeling of Time Series Exhibiting Power-Law Statistics

Models for generation 1/ f noise

Modeling 1 / f noise

Trading activity as driven Poisson process: Comparison with empirical data

Nonlinear stochastic models of 1 / f noise and power-law distributions

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