Red noise in continuous-time stochastic modelling
The concept of time-correlated noise is important to applied stochastic modelling. Nevertheless, there is no generally agreed-upon definition of the term red noise in continuous-time stochastic modelling settings. We present here a rigorous argumentation for the Ornstein–Uhlenbeck process integrated...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
The Royal Society
2025-08-01
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| Series: | Royal Society Open Science |
| Subjects: | |
| Online Access: | https://royalsocietypublishing.org/doi/10.1098/rsos.250573 |
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