This paper proposes a new minimum distance methodology for the estimation of ARFIMA processes with Gaussian and non-Gaussian errors. The main advantage of this method is that it allows for a computationally efficient estimation when the long-memory parameter is in the interval d∈(−12,12)....

In this paper, we establish a version of the Feynman–Kac formula for multidimensional stochastic heat equation driven by a general semimartingale. This Feynman–Kac formula is then applied to study some nonlinear stochastic heat equations driven by nonhomogeneous Gaussian noise: first, an...

X-ray diffraction (XRD) patterns with broad background are commonly found in the characterization of materials with a certain degree of amorphicity, so the sharp intensity peaks associated with material phases are not well defined. This work used rescaled range (denoted by R/S) analysis, a...