Answers are grounded in this paper and cite their sources.
We study some of the basic properties of a generalized Cauchy process indexed by two parameters. The application of the Lamperti transformation to the generalized Cauchy process leads to a self-similar process which preserves the long-range dependence. The asymptotic properties of spectral density of the process are derived. Possible application of this process to model relaxation phenomena is considered.
No takes yet. Share an insight, caveat, or question.
Lim et al. (2006) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: