2012/01/16 by Ferdinand Grueneis, Grueneis, Ferdinand
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Data Analysis #FOS: Physical sciences #Financial Risk and Volatility Modeling #Statistical Mechanics and Entropy #Statistics and Probability (physics.data-an)
paper · pdf · doi:10.48550/arxiv.1201.3338
openalex publication_date 2012/01/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
It is generally assumed that stochastic processes exhibiting 1/f noise are affected with the so-called infrared catastrophe. We present an intermittent stochastic process generating 1/f noise which avoids this problem.