id	sid	tid	token	lemma	pos
ejde-197	1	1	special	special	ADJ
ejde-197	1	2	issue	issue	NOUN
ejde-197	1	3	in	in	ADP
ejde-197	1	4	honor	honor	NOUN
ejde-197	1	5	of	of	ADP
ejde-197	1	6	john	john	PROPN
ejde-197	1	7	w.	w.	PROPN
ejde-197	1	8	neuberger	neuberger	PROPN
ejde-197	1	9	electronic	electronic	PROPN
ejde-197	1	10	journal	journal	PROPN
ejde-197	1	11	of	of	ADP
ejde-197	1	12	differential	differential	ADJ
ejde-197	1	13	equations	equation	NOUN
ejde-197	1	14	,	,	PUNCT
ejde-197	1	15	special	special	ADJ
ejde-197	1	16	issue	issue	NOUN
ejde-197	1	17	02	02	NUM
ejde-197	1	18	(	(	PUNCT
ejde-197	1	19	2023	2023	NUM
ejde-197	1	20	)	)	PUNCT
ejde-197	1	21	,	,	PUNCT
ejde-197	1	22	pp	pp	ADP
ejde-197	1	23	.	.	PUNCT
ejde-197	2	1	193–207	193–207	NUM
ejde-197	2	2	.	.	PUNCT
ejde-197	3	1	issn	issn	PROPN
ejde-197	3	2	:	:	PUNCT
ejde-197	3	3	1072	1072	NUM
ejde-197	3	4	-	-	SYM
ejde-197	3	5	6691	6691	NUM
ejde-197	3	6	.	.	PUNCT
ejde-197	4	1	url	url	PROPN
ejde-197	4	2	:	:	PUNCT
ejde-197	4	3	https://ejde.math.txstate.edu	https://ejde.math.txstate.edu	PROPN
ejde-197	4	4	or	or	CCONJ
ejde-197	4	5	https://ejde.math.unt.edu	https://ejde.math.unt.edu	PROPN
ejde-197	4	6	determining	determine	VERB
ejde-197	4	7	the	the	DET
ejde-197	4	8	background	background	NOUN
ejde-197	4	9	driving	driving	NOUN
ejde-197	4	10	process	process	NOUN
ejde-197	4	11	of	of	ADP
ejde-197	4	12	the	the	DET
ejde-197	4	13	ornstein	ornstein	PROPN
ejde-197	4	14	-	-	PUNCT
ejde-197	4	15	uhlenbeck	uhlenbeck	PROPN
ejde-197	4	16	model	model	PROPN
ejde-197	4	17	maria	maria	PROPN
ejde-197	4	18	c.	c.	PROPN
ejde-197	4	19	mariani	mariani	PROPN
ejde-197	4	20	,	,	PUNCT
ejde-197	4	21	peter	peter	PROPN
ejde-197	4	22	k.	k.	PROPN
ejde-197	4	23	asante	asante	PROPN
ejde-197	4	24	,	,	PUNCT
ejde-197	4	25	william	william	PROPN
ejde-197	4	26	kubin	kubin	PROPN
ejde-197	4	27	,	,	PUNCT
ejde-197	4	28	osei	osei	PROPN
ejde-197	4	29	k.	k.	PROPN
ejde-197	4	30	tweneboah	tweneboah	PROPN
ejde-197	4	31	,	,	PUNCT
ejde-197	4	32	maria	maria	PROPN
ejde-197	4	33	beccar	beccar	PROPN
ejde-197	4	34	-	-	PUNCT
ejde-197	4	35	varela	varela	NOUN
ejde-197	4	36	dedicated	dedicate	VERB
ejde-197	4	37	to	to	ADP
ejde-197	4	38	the	the	DET
ejde-197	4	39	memory	memory	NOUN
ejde-197	4	40	of	of	ADP
ejde-197	4	41	prof	prof	NOUN
ejde-197	4	42	.	.	PUNCT
ejde-197	5	1	john	john	PROPN
ejde-197	5	2	w.	w.	PROPN
ejde-197	5	3	neuberger	neuberger	PROPN
ejde-197	5	4	abstract	abstract	PROPN
ejde-197	5	5	.	.	PUNCT
ejde-197	6	1	in	in	ADP
ejde-197	6	2	this	this	DET
ejde-197	6	3	work	work	NOUN
ejde-197	6	4	,	,	PUNCT
ejde-197	6	5	we	we	PRON
ejde-197	6	6	determine	determine	VERB
ejde-197	6	7	appropriate	appropriate	ADJ
ejde-197	6	8	background	background	NOUN
ejde-197	6	9	driving	driving	NOUN
ejde-197	6	10	processes	process	NOUN
ejde-197	6	11	for	for	ADP
ejde-197	6	12	the	the	DET
ejde-197	6	13	3	3	NUM
ejde-197	6	14	-	-	PUNCT
ejde-197	6	15	component	component	NOUN
ejde-197	6	16	superposed	superpose	VERB
ejde-197	6	17	ornstein	ornstein	PROPN
ejde-197	6	18	-	-	PUNCT
ejde-197	6	19	uhlenbeck	uhlenbeck	PROPN
ejde-197	6	20	model	model	NOUN
ejde-197	6	21	by	by	ADP
ejde-197	6	22	analyzing	analyze	VERB
ejde-197	6	23	the	the	DET
ejde-197	6	24	fractal	fractal	ADJ
ejde-197	6	25	characteristics	characteristic	NOUN
ejde-197	6	26	of	of	ADP
ejde-197	6	27	the	the	DET
ejde-197	6	28	data	data	NOUN
ejde-197	6	29	sets	set	NOUN
ejde-197	6	30	using	use	VERB
ejde-197	6	31	the	the	DET
ejde-197	6	32	rescaled	rescaled	ADJ
ejde-197	6	33	range	range	NOUN
ejde-197	6	34	analysis	analysis	NOUN
ejde-197	6	35	(	(	PUNCT
ejde-197	6	36	r	r	NOUN
ejde-197	6	37	/	/	SYM
ejde-197	6	38	s	s	NOUN
ejde-197	6	39	)	)	PUNCT
ejde-197	6	40	,	,	PUNCT
ejde-197	6	41	the	the	DET
ejde-197	6	42	detrended	detrende	VERB
ejde-197	6	43	fluctuation	fluctuation	NOUN
ejde-197	6	44	analysis	analysis	NOUN
ejde-197	6	45	(	(	PUNCT
ejde-197	6	46	dfa	dfa	NOUN
ejde-197	6	47	)	)	PUNCT
ejde-197	6	48	,	,	PUNCT
ejde-197	6	49	and	and	CCONJ
ejde-197	6	50	the	the	DET
ejde-197	6	51	diffusion	diffusion	NOUN
ejde-197	6	52	entropy	entropy	NOUN
ejde-197	6	53	analysis	analysis	NOUN
ejde-197	6	54	(	(	PUNCT
ejde-197	6	55	dea	dea	NOUN
ejde-197	6	56	)	)	PUNCT
ejde-197	6	57	.	.	PUNCT
ejde-197	7	1	1	1	X
ejde-197	7	2	.	.	X
ejde-197	7	3	introduction	introduction	NOUN
ejde-197	7	4	ever	ever	ADV
ejde-197	7	5	since	since	SCONJ
ejde-197	7	6	the	the	DET
ejde-197	7	7	ornstein	ornstein	PROPN
ejde-197	7	8	-	-	PUNCT
ejde-197	7	9	uhlenbeck	uhlenbeck	PROPN
ejde-197	7	10	model	model	NOUN
ejde-197	7	11	was	be	AUX
ejde-197	7	12	proposed	propose	VERB
ejde-197	7	13	in	in	ADP
ejde-197	7	14	1930	1930	NUM
ejde-197	7	15	by	by	ADP
ejde-197	7	16	leonard	leonard	PROPN
ejde-197	7	17	ornstein	ornstein	PROPN
ejde-197	7	18	and	and	CCONJ
ejde-197	7	19	george	george	PROPN
ejde-197	7	20	eugene	eugene	PROPN
ejde-197	7	21	uhlenbeck	uhlenbeck	PROPN
ejde-197	7	22	,	,	PUNCT
ejde-197	7	23	the	the	DET
ejde-197	7	24	technique	technique	NOUN
ejde-197	7	25	has	have	VERB
ejde-197	7	26	many	many	ADJ
ejde-197	7	27	areas	area	NOUN
ejde-197	7	28	of	of	ADP
ejde-197	7	29	application	application	NOUN
ejde-197	7	30	including	include	VERB
ejde-197	7	31	health	health	NOUN
ejde-197	7	32	care	care	NOUN
ejde-197	7	33	[	[	X
ejde-197	7	34	47	47	NUM
ejde-197	7	35	]	]	PUNCT
ejde-197	7	36	,	,	PUNCT
ejde-197	7	37	nanotechnology	nanotechnology	NOUN
ejde-197	7	38	,	,	PUNCT
ejde-197	7	39	thermodynamics	thermodynamic	NOUN
ejde-197	7	40	[	[	X
ejde-197	7	41	8	8	NUM
ejde-197	7	42	]	]	PUNCT
ejde-197	7	43	,	,	PUNCT
ejde-197	7	44	geophysics	geophysic	NOUN
ejde-197	7	45	[	[	X
ejde-197	7	46	30	30	NUM
ejde-197	7	47	]	]	PUNCT
ejde-197	7	48	,	,	PUNCT
ejde-197	7	49	and	and	CCONJ
ejde-197	7	50	finance	finance	NOUN
ejde-197	7	51	[	[	X
ejde-197	7	52	4	4	NUM
ejde-197	7	53	,	,	PUNCT
ejde-197	7	54	25	25	NUM
ejde-197	7	55	,	,	PUNCT
ejde-197	7	56	31	31	NUM
ejde-197	7	57	,	,	PUNCT
ejde-197	7	58	41	41	NUM
ejde-197	7	59	]	]	PUNCT
ejde-197	7	60	.	.	PUNCT
ejde-197	8	1	according	accord	VERB
ejde-197	8	2	to	to	ADP
ejde-197	8	3	[	[	X
ejde-197	8	4	1	1	NUM
ejde-197	8	5	]	]	PUNCT
ejde-197	8	6	,	,	PUNCT
ejde-197	8	7	the	the	DET
ejde-197	8	8	ornstein	ornstein	PROPN
ejde-197	8	9	-	-	PUNCT
ejde-197	8	10	uhlenbeck	uhlenbeck	PROPN
ejde-197	8	11	process	process	NOUN
ejde-197	8	12	is	be	AUX
ejde-197	8	13	a	a	DET
ejde-197	8	14	natural	natural	ADJ
ejde-197	8	15	model	model	NOUN
ejde-197	8	16	to	to	PART
ejde-197	8	17	consider	consider	VERB
ejde-197	8	18	in	in	ADP
ejde-197	8	19	a	a	DET
ejde-197	8	20	biological	biological	ADJ
ejde-197	8	21	context	context	NOUN
ejde-197	8	22	since	since	SCONJ
ejde-197	8	23	it	it	PRON
ejde-197	8	24	stabilizes	stabilize	VERB
ejde-197	8	25	around	around	ADP
ejde-197	8	26	some	some	DET
ejde-197	8	27	equilibrium	equilibrium	NOUN
ejde-197	8	28	point	point	NOUN
ejde-197	8	29	.	.	PUNCT
ejde-197	9	1	when	when	SCONJ
ejde-197	9	2	ornstein	ornstein	PROPN
ejde-197	9	3	and	and	CCONJ
ejde-197	9	4	uhlenbeck	uhlenbeck	PROPN
ejde-197	9	5	proposed	propose	VERB
ejde-197	9	6	the	the	DET
ejde-197	9	7	model	model	NOUN
ejde-197	9	8	,	,	PUNCT
ejde-197	9	9	it	it	PRON
ejde-197	9	10	was	be	AUX
ejde-197	9	11	an	an	DET
ejde-197	9	12	alternative	alternative	NOUN
ejde-197	9	13	to	to	ADP
ejde-197	9	14	the	the	DET
ejde-197	9	15	brownian	brownian	ADJ
ejde-197	9	16	motion	motion	NOUN
ejde-197	9	17	,	,	PUNCT
ejde-197	9	18	and	and	CCONJ
ejde-197	9	19	thus	thus	ADV
ejde-197	9	20	in	in	ADP
ejde-197	9	21	its	its	PRON
ejde-197	9	22	original	original	ADJ
ejde-197	9	23	presentation	presentation	NOUN
ejde-197	9	24	,	,	PUNCT
ejde-197	9	25	the	the	DET
ejde-197	9	26	background	background	NOUN
ejde-197	9	27	driving	driving	NOUN
ejde-197	9	28	process	process	NOUN
ejde-197	9	29	(	(	PUNCT
ejde-197	9	30	bdp	bdp	PROPN
ejde-197	9	31	)	)	PUNCT
ejde-197	9	32	was	be	AUX
ejde-197	9	33	a	a	DET
ejde-197	9	34	standard	standard	ADJ
ejde-197	9	35	brownian	brownian	ADJ
ejde-197	9	36	motion	motion	NOUN
ejde-197	9	37	.	.	PUNCT
ejde-197	10	1	unlike	unlike	ADP
ejde-197	10	2	its	its	PRON
ejde-197	10	3	original	original	ADJ
ejde-197	10	4	proposition	proposition	NOUN
ejde-197	10	5	which	which	PRON
ejde-197	10	6	involved	involve	VERB
ejde-197	10	7	a	a	DET
ejde-197	10	8	brownian	brownian	ADJ
ejde-197	10	9	motion	motion	NOUN
ejde-197	10	10	as	as	ADP
ejde-197	10	11	its	its	PRON
ejde-197	10	12	background	background	NOUN
ejde-197	10	13	driving	driving	NOUN
ejde-197	10	14	process	process	NOUN
ejde-197	10	15	,	,	PUNCT
ejde-197	10	16	there	there	PRON
ejde-197	10	17	have	have	AUX
ejde-197	10	18	been	be	AUX
ejde-197	10	19	many	many	ADJ
ejde-197	10	20	extensions	extension	NOUN
ejde-197	10	21	or	or	CCONJ
ejde-197	10	22	modifications	modification	NOUN
ejde-197	10	23	to	to	ADP
ejde-197	10	24	it	it	PRON
ejde-197	10	25	to	to	PART
ejde-197	10	26	truly	truly	ADV
ejde-197	10	27	capture	capture	VERB
ejde-197	10	28	the	the	DET
ejde-197	10	29	behavior	behavior	NOUN
ejde-197	10	30	of	of	ADP
ejde-197	10	31	the	the	DET
ejde-197	10	32	data	datum	NOUN
ejde-197	10	33	set	set	VERB
ejde-197	10	34	,	,	PUNCT
ejde-197	10	35	which	which	PRON
ejde-197	10	36	otherwise	otherwise	ADV
ejde-197	10	37	could	could	AUX
ejde-197	10	38	not	not	PART
ejde-197	10	39	be	be	AUX
ejde-197	10	40	modeled	model	VERB
ejde-197	10	41	rightly	rightly	ADV
ejde-197	10	42	with	with	ADP
ejde-197	10	43	brownian	brownian	ADJ
ejde-197	10	44	motions	motion	NOUN
ejde-197	10	45	[	[	X
ejde-197	10	46	27	27	NUM
ejde-197	10	47	,	,	PUNCT
ejde-197	10	48	37	37	NUM
ejde-197	10	49	]	]	PUNCT
ejde-197	10	50	.	.	PUNCT
ejde-197	11	1	empirical	empirical	ADJ
ejde-197	11	2	results	result	NOUN
ejde-197	11	3	have	have	AUX
ejde-197	11	4	shown	show	VERB
ejde-197	11	5	evidence	evidence	NOUN
ejde-197	11	6	of	of	ADP
ejde-197	11	7	non	non	ADJ
ejde-197	11	8	-	-	ADJ
ejde-197	11	9	brownian	brownian	ADJ
ejde-197	11	10	behavior	behavior	NOUN
ejde-197	11	11	in	in	ADP
ejde-197	11	12	many	many	ADJ
ejde-197	11	13	real	real	ADJ
ejde-197	11	14	world	world	NOUN
ejde-197	11	15	complex	complex	ADJ
ejde-197	11	16	systems	system	NOUN
ejde-197	11	17	[	[	X
ejde-197	11	18	12	12	NUM
ejde-197	11	19	,	,	PUNCT
ejde-197	11	20	31	31	NUM
ejde-197	11	21	,	,	PUNCT
ejde-197	11	22	32	32	NUM
ejde-197	11	23	]	]	PUNCT
ejde-197	11	24	]	]	PUNCT
ejde-197	11	25	.	.	PUNCT
ejde-197	12	1	in	in	ADP
ejde-197	12	2	fact	fact	NOUN
ejde-197	12	3	,	,	PUNCT
ejde-197	12	4	according	accord	VERB
ejde-197	12	5	to	to	ADP
ejde-197	12	6	[	[	X
ejde-197	12	7	12	12	NUM
ejde-197	12	8	]	]	X
ejde-197	12	9	statistics	statistic	NOUN
ejde-197	12	10	of	of	ADP
ejde-197	12	11	lévy	lévy	ADJ
ejde-197	12	12	type	type	NOUN
ejde-197	12	13	is	be	AUX
ejde-197	12	14	a	a	DET
ejde-197	12	15	ubiquitous	ubiquitous	ADJ
ejde-197	12	16	phenomenon	phenomenon	NOUN
ejde-197	12	17	observed	observe	VERB
ejde-197	12	18	in	in	ADP
ejde-197	12	19	a	a	DET
ejde-197	12	20	wide	wide	ADJ
ejde-197	12	21	variety	variety	NOUN
ejde-197	12	22	of	of	ADP
ejde-197	12	23	areas	area	NOUN
ejde-197	12	24	,	,	PUNCT
ejde-197	12	25	including	include	VERB
ejde-197	12	26	physics	physics	NOUN
ejde-197	12	27	,	,	PUNCT
ejde-197	12	28	seismology	seismology	NOUN
ejde-197	12	29	,	,	PUNCT
ejde-197	12	30	and	and	CCONJ
ejde-197	12	31	engineering	engineering	NOUN
ejde-197	12	32	,	,	PUNCT
ejde-197	12	33	to	to	PART
ejde-197	12	34	mention	mention	VERB
ejde-197	12	35	a	a	DET
ejde-197	12	36	few	few	ADJ
ejde-197	12	37	.	.	PUNCT
ejde-197	13	1	lévy	lévy	NOUN
ejde-197	13	2	motions	motion	NOUN
ejde-197	13	3	constitute	constitute	VERB
ejde-197	13	4	one	one	NUM
ejde-197	13	5	of	of	ADP
ejde-197	13	6	the	the	DET
ejde-197	13	7	essential	essential	ADJ
ejde-197	13	8	and	and	CCONJ
ejde-197	13	9	fundamental	fundamental	ADJ
ejde-197	13	10	families	family	NOUN
ejde-197	13	11	of	of	ADP
ejde-197	13	12	random	random	ADJ
ejde-197	13	13	movements	movement	NOUN
ejde-197	13	14	which	which	PRON
ejde-197	13	15	have	have	VERB
ejde-197	13	16	stationary	stationary	ADJ
ejde-197	13	17	and	and	CCONJ
ejde-197	13	18	independent	independent	ADJ
ejde-197	13	19	increments	increment	NOUN
ejde-197	13	20	.	.	PUNCT
ejde-197	14	1	this	this	PRON
ejde-197	14	2	means	mean	VERB
ejde-197	14	3	that	that	SCONJ
ejde-197	14	4	the	the	DET
ejde-197	14	5	distribution	distribution	NOUN
ejde-197	14	6	of	of	ADP
ejde-197	14	7	the	the	DET
ejde-197	14	8	increments	increment	NOUN
ejde-197	14	9	is	be	AUX
ejde-197	14	10	the	the	DET
ejde-197	14	11	same	same	ADJ
ejde-197	14	12	for	for	ADP
ejde-197	14	13	any	any	DET
ejde-197	14	14	time	time	NOUN
ejde-197	14	15	interval	interval	NOUN
ejde-197	14	16	,	,	PUNCT
ejde-197	14	17	and	and	CCONJ
ejde-197	14	18	that	that	SCONJ
ejde-197	14	19	the	the	DET
ejde-197	14	20	increments	increment	NOUN
ejde-197	14	21	are	be	AUX
ejde-197	14	22	statistically	statistically	ADV
ejde-197	14	23	independent	independent	ADJ
ejde-197	14	24	from	from	ADP
ejde-197	14	25	each	each	DET
ejde-197	14	26	other	other	ADJ
ejde-197	14	27	.	.	PUNCT
ejde-197	15	1	2020	2020	NUM
ejde-197	15	2	mathematics	mathematic	NOUN
ejde-197	15	3	subject	subject	ADJ
ejde-197	15	4	classification	classification	NOUN
ejde-197	15	5	.	.	PUNCT
ejde-197	16	1	34k50	34k50	NUM
ejde-197	16	2	,	,	PUNCT
ejde-197	16	3	34f50	34f50	NUM
ejde-197	16	4	,	,	PUNCT
ejde-197	16	5	60h10	60h10	NUM
ejde-197	16	6	.	.	PUNCT
ejde-197	17	1	key	key	ADJ
ejde-197	17	2	words	word	NOUN
ejde-197	17	3	and	and	CCONJ
ejde-197	17	4	phrases	phrase	NOUN
ejde-197	17	5	.	.	PUNCT
ejde-197	18	1	stochastic	stochastic	ADJ
ejde-197	18	2	differential	differential	ADJ
ejde-197	18	3	equation	equation	NOUN
ejde-197	18	4	;	;	PUNCT
ejde-197	18	5	itô	itô	PROPN
ejde-197	18	6	calculus	calculus	NOUN
ejde-197	18	7	;	;	PUNCT
ejde-197	18	8	lévy	lévy	NUM
ejde-197	18	9	process	process	NOUN
ejde-197	18	10	;	;	PUNCT
ejde-197	18	11	ornstein	ornstein	PROPN
ejde-197	18	12	-	-	PUNCT
ejde-197	18	13	uhlenbeck	uhlenbeck	PROPN
ejde-197	18	14	model	model	PROPN
ejde-197	18	15	;	;	PUNCT
ejde-197	18	16	superposed	superpose	VERB
ejde-197	18	17	ornstein	ornstein	PROPN
ejde-197	18	18	-	-	PUNCT
ejde-197	18	19	uhlenbeck	uhlenbeck	PROPN
ejde-197	18	20	model	model	NOUN
ejde-197	18	21	;	;	PUNCT
ejde-197	18	22	gaussian	gaussian	ADJ
ejde-197	18	23	process	process	NOUN
ejde-197	18	24	;	;	PUNCT
ejde-197	18	25	background	background	NOUN
ejde-197	18	26	driving	driving	NOUN
ejde-197	18	27	process	process	NOUN
ejde-197	18	28	(	(	PUNCT
ejde-197	18	29	bdp	bdp	PROPN
ejde-197	18	30	)	)	PUNCT
ejde-197	18	31	;	;	PUNCT
ejde-197	18	32	diffusion	diffusion	NOUN
ejde-197	18	33	entropy	entropy	NOUN
ejde-197	18	34	analysis	analysis	NOUN
ejde-197	18	35	(	(	PUNCT
ejde-197	18	36	dea	dea	NOUN
ejde-197	18	37	)	)	PUNCT
ejde-197	18	38	;	;	PUNCT
ejde-197	18	39	long	long	ADJ
ejde-197	18	40	-	-	PUNCT
ejde-197	18	41	range	range	NOUN
ejde-197	18	42	correlations	correlation	NOUN
ejde-197	18	43	;	;	PUNCT
ejde-197	18	44	detrended	detrende	VERB
ejde-197	18	45	fluctuation	fluctuation	NOUN
ejde-197	18	46	analysis	analysis	NOUN
ejde-197	18	47	(	(	PUNCT
ejde-197	18	48	dfa	dfa	NOUN
ejde-197	18	49	)	)	PUNCT
ejde-197	18	50	;	;	PUNCT
ejde-197	18	51	rescaled	rescale	VERB
ejde-197	18	52	range	range	NOUN
ejde-197	18	53	analysis	analysis	NOUN
ejde-197	18	54	(	(	PUNCT
ejde-197	18	55	r	r	NOUN
ejde-197	18	56	/	/	SYM
ejde-197	18	57	s	s	NOUN
ejde-197	18	58	)	)	PUNCT
ejde-197	18	59	.	.	PUNCT
ejde-197	19	1	©	©	ADP
ejde-197	19	2	2023	2023	NUM
ejde-197	19	3	this	this	DET
ejde-197	19	4	work	work	NOUN
ejde-197	19	5	is	be	AUX
ejde-197	19	6	licensed	license	VERB
ejde-197	19	7	under	under	ADP
ejde-197	19	8	a	a	DET
ejde-197	19	9	cc	cc	NOUN
ejde-197	19	10	by	by	ADP
ejde-197	19	11	4.0	4.0	NUM
ejde-197	19	12	license	license	NOUN
ejde-197	19	13	.	.	PUNCT
ejde-197	20	1	published	publish	VERB
ejde-197	20	2	march	march	PROPN
ejde-197	20	3	27	27	NUM
ejde-197	20	4	,	,	PUNCT
ejde-197	20	5	2023	2023	NUM
ejde-197	20	6	.	.	PUNCT
ejde-197	21	1	193	193	NUM
ejde-197	21	2	194	194	NUM
ejde-197	21	3	m.	m.	NOUN
ejde-197	21	4	c.	c.	PROPN
ejde-197	21	5	mariani	mariani	PROPN
ejde-197	21	6	,	,	PUNCT
ejde-197	21	7	p.	p.	PROPN
ejde-197	21	8	k.	k.	PROPN
ejde-197	21	9	asante	asante	PROPN
ejde-197	21	10	,	,	PUNCT
ejde-197	21	11	w.	w.	PROPN
ejde-197	21	12	kubin	kubin	PROPN
ejde-197	21	13	,	,	PUNCT
ejde-197	21	14	.	.	PUNCT
ejde-197	21	15	.	.	PUNCT
ejde-197	21	16	.	.	PUNCT
ejde-197	22	1	ejde	ejde	NOUN
ejde-197	22	2	/	/	SYM
ejde-197	22	3	si/02	si/02	PROPN
ejde-197	22	4	one	one	NUM
ejde-197	22	5	major	major	ADJ
ejde-197	22	6	challenge	challenge	NOUN
ejde-197	22	7	in	in	ADP
ejde-197	22	8	utilizing	utilize	VERB
ejde-197	22	9	the	the	DET
ejde-197	22	10	ornstein	ornstein	PROPN
ejde-197	22	11	-	-	PUNCT
ejde-197	22	12	uhlenbeck	uhlenbeck	PROPN
ejde-197	22	13	model	model	NOUN
ejde-197	22	14	is	be	AUX
ejde-197	22	15	the	the	DET
ejde-197	22	16	ability	ability	NOUN
ejde-197	22	17	to	to	PART
ejde-197	22	18	choose	choose	VERB
ejde-197	22	19	an	an	DET
ejde-197	22	20	appropriate	appropriate	ADJ
ejde-197	22	21	bdp	bdp	NOUN
ejde-197	22	22	for	for	ADP
ejde-197	22	23	the	the	DET
ejde-197	22	24	random	random	ADJ
ejde-197	22	25	process	process	NOUN
ejde-197	22	26	under	under	ADP
ejde-197	22	27	consideration	consideration	NOUN
ejde-197	22	28	.	.	PUNCT
ejde-197	23	1	as	as	ADP
ejde-197	23	2	[	[	X
ejde-197	23	3	31	31	NUM
ejde-197	23	4	]	]	PUNCT
ejde-197	23	5	and	and	CCONJ
ejde-197	23	6	[	[	X
ejde-197	23	7	14	14	NUM
ejde-197	23	8	]	]	PUNCT
ejde-197	23	9	have	have	AUX
ejde-197	23	10	shown	show	VERB
ejde-197	23	11	,	,	PUNCT
ejde-197	23	12	the	the	DET
ejde-197	23	13	choice	choice	NOUN
ejde-197	23	14	of	of	ADP
ejde-197	23	15	the	the	DET
ejde-197	23	16	bdp	bdp	PROPN
ejde-197	23	17	has	have	VERB
ejde-197	23	18	a	a	DET
ejde-197	23	19	significant	significant	ADJ
ejde-197	23	20	influence	influence	NOUN
ejde-197	23	21	on	on	ADP
ejde-197	23	22	the	the	DET
ejde-197	23	23	performance	performance	NOUN
ejde-197	23	24	of	of	ADP
ejde-197	23	25	the	the	DET
ejde-197	23	26	model	model	NOUN
ejde-197	23	27	.	.	PUNCT
ejde-197	24	1	in	in	ADP
ejde-197	24	2	this	this	DET
ejde-197	24	3	work	work	NOUN
ejde-197	24	4	,	,	PUNCT
ejde-197	24	5	our	our	PRON
ejde-197	24	6	goal	goal	NOUN
ejde-197	24	7	is	be	AUX
ejde-197	24	8	to	to	PART
ejde-197	24	9	use	use	VERB
ejde-197	24	10	the	the	DET
ejde-197	24	11	fractal	fractal	ADJ
ejde-197	24	12	characteristics	characteristic	NOUN
ejde-197	24	13	of	of	ADP
ejde-197	24	14	some	some	DET
ejde-197	24	15	stochastic	stochastic	ADJ
ejde-197	24	16	processes	process	NOUN
ejde-197	24	17	to	to	PART
ejde-197	24	18	characterize	characterize	VERB
ejde-197	24	19	them	they	PRON
ejde-197	24	20	as	as	ADP
ejde-197	24	21	gaussian	gaussian	NOUN
ejde-197	24	22	,	,	PUNCT
ejde-197	24	23	lévy	lévy	NOUN
ejde-197	24	24	walks	walk	NOUN
ejde-197	24	25	,	,	PUNCT
ejde-197	24	26	or	or	CCONJ
ejde-197	24	27	lévy	lévy	NUM
ejde-197	24	28	flights	flight	NOUN
ejde-197	24	29	.	.	PUNCT
ejde-197	25	1	if	if	SCONJ
ejde-197	25	2	the	the	DET
ejde-197	25	3	characterization	characterization	NOUN
ejde-197	25	4	of	of	ADP
ejde-197	25	5	the	the	DET
ejde-197	25	6	data	data	NOUN
ejde-197	25	7	is	be	AUX
ejde-197	25	8	gaussian	gaussian	ADJ
ejde-197	25	9	,	,	PUNCT
ejde-197	25	10	the	the	DET
ejde-197	25	11	appropriate	appropriate	ADJ
ejde-197	25	12	bdp	bdp	PROPN
ejde-197	25	13	is	be	AUX
ejde-197	25	14	the	the	DET
ejde-197	25	15	standard	standard	ADJ
ejde-197	25	16	brownian	brownian	ADJ
ejde-197	25	17	motion	motion	NOUN
ejde-197	25	18	;	;	PUNCT
ejde-197	25	19	if	if	SCONJ
ejde-197	25	20	the	the	DET
ejde-197	25	21	data	datum	NOUN
ejde-197	25	22	describes	describe	VERB
ejde-197	25	23	a	a	DET
ejde-197	25	24	lévy	lévy	X
ejde-197	25	25	walk	walk	NOUN
ejde-197	25	26	or	or	CCONJ
ejde-197	25	27	lévy	lévy	NUM
ejde-197	25	28	flight	flight	NOUN
ejde-197	25	29	,	,	PUNCT
ejde-197	25	30	the	the	DET
ejde-197	25	31	appropriate	appropriate	ADJ
ejde-197	25	32	bdp	bdp	PROPN
ejde-197	25	33	is	be	AUX
ejde-197	25	34	a	a	DET
ejde-197	25	35	lévy	lévy	NUM
ejde-197	25	36	process	process	NOUN
ejde-197	25	37	.	.	PUNCT
ejde-197	26	1	this	this	DET
ejde-197	26	2	work	work	NOUN
ejde-197	26	3	considers	consider	VERB
ejde-197	26	4	a	a	DET
ejde-197	26	5	gamma(a	gamma(a	PROPN
ejde-197	26	6	,	,	PUNCT
ejde-197	26	7	b	b	NOUN
ejde-197	26	8	)	)	PUNCT
ejde-197	26	9	process	process	NOUN
ejde-197	26	10	and	and	CCONJ
ejde-197	26	11	an	an	DET
ejde-197	26	12	inverse	inverse	NOUN
ejde-197	26	13	-	-	PUNCT
ejde-197	26	14	gaussian(a	gaussian(a	PROPN
ejde-197	26	15	,	,	PUNCT
ejde-197	26	16	b	b	NOUN
ejde-197	26	17	)	)	PUNCT
ejde-197	26	18	process	process	NOUN
ejde-197	26	19	for	for	ADP
ejde-197	26	20	our	our	PRON
ejde-197	26	21	lévy	lévy	ADJ
ejde-197	26	22	driven	drive	VERB
ejde-197	26	23	models	model	NOUN
ejde-197	26	24	.	.	PUNCT
ejde-197	27	1	we	we	PRON
ejde-197	27	2	compare	compare	VERB
ejde-197	27	3	results	result	NOUN
ejde-197	27	4	when	when	SCONJ
ejde-197	27	5	a	a	DET
ejde-197	27	6	different	different	ADJ
ejde-197	27	7	bdp	bdp	PROPN
ejde-197	27	8	is	be	AUX
ejde-197	27	9	used	use	VERB
ejde-197	27	10	from	from	ADP
ejde-197	27	11	our	our	PRON
ejde-197	27	12	proposed	propose	VERB
ejde-197	27	13	bdp	bdp	PROPN
ejde-197	27	14	to	to	PART
ejde-197	27	15	see	see	VERB
ejde-197	27	16	how	how	SCONJ
ejde-197	27	17	the	the	DET
ejde-197	27	18	performance	performance	NOUN
ejde-197	27	19	of	of	ADP
ejde-197	27	20	the	the	DET
ejde-197	27	21	3	3	NUM
ejde-197	27	22	-	-	PUNCT
ejde-197	27	23	component	component	NOUN
ejde-197	27	24	superposed	superpose	VERB
ejde-197	27	25	ornstein	ornstein	PROPN
ejde-197	27	26	-	-	PUNCT
ejde-197	27	27	uhlenbeck	uhlenbeck	PROPN
ejde-197	27	28	model	model	NOUN
ejde-197	27	29	[	[	X
ejde-197	27	30	33	33	NUM
ejde-197	27	31	]	]	PUNCT
ejde-197	27	32	is	be	AUX
ejde-197	27	33	affected	affect	VERB
ejde-197	27	34	.	.	PUNCT
ejde-197	28	1	the	the	DET
ejde-197	28	2	outline	outline	NOUN
ejde-197	28	3	of	of	ADP
ejde-197	28	4	this	this	DET
ejde-197	28	5	article	article	NOUN
ejde-197	28	6	is	be	AUX
ejde-197	28	7	as	as	SCONJ
ejde-197	28	8	follows	follow	VERB
ejde-197	28	9	:	:	PUNCT
ejde-197	28	10	in	in	ADP
ejde-197	28	11	section	section	NOUN
ejde-197	28	12	2	2	NUM
ejde-197	28	13	we	we	PRON
ejde-197	28	14	introduce	introduce	VERB
ejde-197	28	15	stochastic	stochastic	ADJ
ejde-197	28	16	differential	differential	ADJ
ejde-197	28	17	equations	equation	NOUN
ejde-197	28	18	,	,	PUNCT
ejde-197	28	19	the	the	DET
ejde-197	28	20	ornstein	ornstein	PROPN
ejde-197	28	21	-	-	PUNCT
ejde-197	28	22	uhlenbeck	uhlenbeck	PROPN
ejde-197	28	23	model	model	NOUN
ejde-197	28	24	,	,	PUNCT
ejde-197	28	25	and	and	CCONJ
ejde-197	28	26	the	the	DET
ejde-197	28	27	3	3	NUM
ejde-197	28	28	-	-	PUNCT
ejde-197	28	29	component	component	NOUN
ejde-197	28	30	superposed	superpose	VERB
ejde-197	28	31	ornstein	ornstein	PROPN
ejde-197	28	32	-	-	PUNCT
ejde-197	28	33	uhlenbeck	uhlenbeck	PROPN
ejde-197	28	34	model	model	NOUN
ejde-197	28	35	.	.	PUNCT
ejde-197	29	1	in	in	ADP
ejde-197	29	2	section	section	NOUN
ejde-197	29	3	3	3	NUM
ejde-197	29	4	,	,	PUNCT
ejde-197	29	5	we	we	PRON
ejde-197	29	6	present	present	VERB
ejde-197	29	7	the	the	DET
ejde-197	29	8	parameter	parameter	NOUN
ejde-197	29	9	estimation	estimation	NOUN
ejde-197	29	10	approach	approach	NOUN
ejde-197	29	11	for	for	ADP
ejde-197	29	12	the	the	DET
ejde-197	29	13	3	3	NUM
ejde-197	29	14	-	-	PUNCT
ejde-197	29	15	component	component	NOUN
ejde-197	29	16	superposed	superpose	VERB
ejde-197	29	17	ornstein	ornstein	PROPN
ejde-197	29	18	-	-	PUNCT
ejde-197	29	19	uhlenbeck	uhlenbeck	PROPN
ejde-197	29	20	model	model	NOUN
ejde-197	29	21	.	.	PUNCT
ejde-197	30	1	we	we	PRON
ejde-197	30	2	then	then	ADV
ejde-197	30	3	characterize	characterize	VERB
ejde-197	30	4	the	the	DET
ejde-197	30	5	data	datum	NOUN
ejde-197	30	6	in	in	ADP
ejde-197	30	7	section	section	NOUN
ejde-197	30	8	4	4	NUM
ejde-197	30	9	.	.	PUNCT
ejde-197	31	1	in	in	ADP
ejde-197	31	2	section	section	NOUN
ejde-197	31	3	5	5	NUM
ejde-197	31	4	,	,	PUNCT
ejde-197	31	5	we	we	PRON
ejde-197	31	6	discuss	discuss	VERB
ejde-197	31	7	the	the	DET
ejde-197	31	8	results	result	NOUN
ejde-197	31	9	obtained	obtain	VERB
ejde-197	31	10	from	from	ADP
ejde-197	31	11	our	our	PRON
ejde-197	31	12	simulation	simulation	NOUN
ejde-197	31	13	using	use	VERB
ejde-197	31	14	matlab	matlab	PROPN
ejde-197	31	15	software	software	NOUN
ejde-197	31	16	.	.	PUNCT
ejde-197	32	1	finally	finally	ADV
ejde-197	32	2	,	,	PUNCT
ejde-197	32	3	section	section	NOUN
ejde-197	32	4	6	6	NUM
ejde-197	32	5	offers	offer	VERB
ejde-197	32	6	our	our	PRON
ejde-197	32	7	conclusion	conclusion	NOUN
ejde-197	32	8	and	and	CCONJ
ejde-197	32	9	possible	possible	ADJ
ejde-197	32	10	future	future	ADJ
ejde-197	32	11	work	work	NOUN
ejde-197	32	12	based	base	VERB
ejde-197	32	13	on	on	ADP
ejde-197	32	14	the	the	DET
ejde-197	32	15	results	result	NOUN
ejde-197	32	16	obtained	obtain	VERB
ejde-197	32	17	.	.	PUNCT
ejde-197	33	1	2	2	X
ejde-197	33	2	.	.	X
ejde-197	33	3	modeling	modeling	NOUN
ejde-197	33	4	with	with	ADP
ejde-197	33	5	stochastic	stochastic	ADJ
ejde-197	33	6	differential	differential	ADJ
ejde-197	33	7	equations	equation	NOUN
ejde-197	33	8	2.1	2.1	NUM
ejde-197	33	9	.	.	PUNCT
ejde-197	34	1	stochastic	stochastic	ADJ
ejde-197	34	2	differential	differential	ADJ
ejde-197	34	3	equations	equation	NOUN
ejde-197	34	4	(	(	PUNCT
ejde-197	34	5	sdes	sde	NOUN
ejde-197	34	6	)	)	PUNCT
ejde-197	34	7	.	.	PUNCT
ejde-197	35	1	stochastic	stochastic	ADJ
ejde-197	35	2	differential	differential	ADJ
ejde-197	35	3	equations	equation	NOUN
ejde-197	35	4	(	(	PUNCT
ejde-197	35	5	sdes	sde	NOUN
ejde-197	35	6	)	)	PUNCT
ejde-197	35	7	have	have	AUX
ejde-197	35	8	been	be	AUX
ejde-197	35	9	used	use	VERB
ejde-197	35	10	for	for	ADP
ejde-197	35	11	modeling	model	VERB
ejde-197	35	12	different	different	ADJ
ejde-197	35	13	phenomena	phenomenon	NOUN
ejde-197	35	14	in	in	ADP
ejde-197	35	15	economics	economic	NOUN
ejde-197	35	16	and	and	CCONJ
ejde-197	35	17	finance	finance	NOUN
ejde-197	35	18	,	,	PUNCT
ejde-197	35	19	physics	physics	NOUN
ejde-197	35	20	,	,	PUNCT
ejde-197	35	21	and	and	CCONJ
ejde-197	35	22	population	population	NOUN
ejde-197	35	23	dynamics	dynamic	NOUN
ejde-197	35	24	among	among	ADP
ejde-197	35	25	others	other	NOUN
ejde-197	35	26	.	.	PUNCT
ejde-197	36	1	definition	definition	NOUN
ejde-197	36	2	2.1	2.1	NUM
ejde-197	36	3	.	.	PUNCT
ejde-197	37	1	a	a	DET
ejde-197	37	2	stochastic	stochastic	ADJ
ejde-197	37	3	differential	differential	ADJ
ejde-197	37	4	equation	equation	NOUN
ejde-197	37	5	(	(	PUNCT
ejde-197	37	6	sde	sde	PROPN
ejde-197	37	7	)	)	PUNCT
ejde-197	37	8	is	be	AUX
ejde-197	37	9	a	a	DET
ejde-197	37	10	deterministic	deterministic	ADJ
ejde-197	37	11	differential	differential	NOUN
ejde-197	37	12	equation	equation	NOUN
ejde-197	37	13	perturbed	perturb	VERB
ejde-197	37	14	by	by	ADP
ejde-197	37	15	random	random	ADJ
ejde-197	37	16	noise	noise	NOUN
ejde-197	37	17	.	.	PUNCT
ejde-197	38	1	in	in	ADP
ejde-197	38	2	general	general	ADJ
ejde-197	38	3	,	,	PUNCT
ejde-197	38	4	an	an	DET
ejde-197	38	5	sde	sde	PROPN
ejde-197	38	6	can	can	AUX
ejde-197	38	7	be	be	AUX
ejde-197	38	8	formulated	formulate	VERB
ejde-197	38	9	as	as	ADP
ejde-197	38	10	dxt	dxt	PROPN
ejde-197	38	11	=	=	SYM
ejde-197	38	12	f(t	f(t	PROPN
ejde-197	38	13	,	,	PUNCT
ejde-197	38	14	xt)dt+	xt)dt+	PROPN
ejde-197	38	15	g(t	g(t	PROPN
ejde-197	38	16	,	,	PUNCT
ejde-197	38	17	xt)dbt	xt)dbt	PROPN
ejde-197	38	18	,	,	PUNCT
ejde-197	38	19	(	(	PUNCT
ejde-197	38	20	2.1	2.1	NUM
ejde-197	38	21	)	)	PUNCT
ejde-197	38	22	where	where	SCONJ
ejde-197	38	23	xt	xt	PROPN
ejde-197	38	24	is	be	AUX
ejde-197	38	25	a	a	DET
ejde-197	38	26	stochastic	stochastic	ADJ
ejde-197	38	27	process	process	NOUN
ejde-197	38	28	,	,	PUNCT
ejde-197	38	29	and	and	CCONJ
ejde-197	38	30	b	b	X
ejde-197	38	31	denotes	denote	VERB
ejde-197	38	32	a	a	DET
ejde-197	38	33	wiener	wiener	NOUN
ejde-197	38	34	process	process	NOUN
ejde-197	38	35	(	(	PUNCT
ejde-197	38	36	standard	standard	ADJ
ejde-197	38	37	brownian	brownian	ADJ
ejde-197	38	38	motion	motion	NOUN
ejde-197	38	39	)	)	PUNCT
ejde-197	38	40	.	.	PUNCT
ejde-197	39	1	for	for	ADP
ejde-197	39	2	this	this	DET
ejde-197	39	3	stochastic	stochastic	ADJ
ejde-197	39	4	differential	differential	NOUN
ejde-197	39	5	equation	equation	NOUN
ejde-197	39	6	,	,	PUNCT
ejde-197	39	7	the	the	DET
ejde-197	39	8	random	random	ADJ
ejde-197	39	9	noise	noise	NOUN
ejde-197	39	10	dbt	dbt	PROPN
ejde-197	39	11	is	be	AUX
ejde-197	39	12	also	also	ADV
ejde-197	39	13	termed	term	VERB
ejde-197	39	14	its	its	PRON
ejde-197	39	15	background	background	NOUN
ejde-197	39	16	driving	driving	NOUN
ejde-197	39	17	process	process	NOUN
ejde-197	39	18	.	.	PUNCT
ejde-197	40	1	from	from	ADP
ejde-197	40	2	the	the	DET
ejde-197	40	3	above	above	ADJ
ejde-197	40	4	equation	equation	NOUN
ejde-197	40	5	we	we	PRON
ejde-197	40	6	get	get	VERB
ejde-197	40	7	the	the	DET
ejde-197	40	8	corresponding	corresponding	ADJ
ejde-197	40	9	integral	integral	ADJ
ejde-197	40	10	equation	equation	NOUN
ejde-197	40	11	xt+s	xt+s	PROPN
ejde-197	41	1	−xt	−xt	X
ejde-197	42	1	=	=	SYM
ejde-197	42	2	∫	∫	PROPN
ejde-197	42	3	t+s	t+s	PROPN
ejde-197	43	1	t	t	PROPN
ejde-197	43	2	f(v	f(v	NOUN
ejde-197	43	3	,	,	PUNCT
ejde-197	43	4	xv)dv	xv)dv	PUNCT
ejde-197	44	1	+	+	NUM
ejde-197	44	2	∫	∫	PROPN
ejde-197	44	3	t+s	t+s	PROPN
ejde-197	44	4	t	t	PROPN
ejde-197	44	5	g(v	g(v	PROPN
ejde-197	44	6	,	,	PUNCT
ejde-197	44	7	xv)dbv	xv)dbv	PROPN
ejde-197	44	8	,	,	PUNCT
ejde-197	44	9	(	(	PUNCT
ejde-197	44	10	2.2	2.2	NUM
ejde-197	44	11	)	)	PUNCT
ejde-197	44	12	we	we	PRON
ejde-197	44	13	see	see	VERB
ejde-197	44	14	that	that	DET
ejde-197	44	15	equation	equation	NOUN
ejde-197	44	16	2.2	2.2	NUM
ejde-197	44	17	defines	define	VERB
ejde-197	44	18	the	the	DET
ejde-197	44	19	continuous	continuous	ADJ
ejde-197	44	20	time	time	NOUN
ejde-197	44	21	stochastic	stochastic	NOUN
ejde-197	44	22	process	process	NOUN
ejde-197	44	23	xt	xt	NOUN
ejde-197	45	1	as	as	ADP
ejde-197	45	2	the	the	DET
ejde-197	45	3	sum	sum	NOUN
ejde-197	45	4	of	of	ADP
ejde-197	45	5	an	an	DET
ejde-197	45	6	ordinary	ordinary	ADJ
ejde-197	45	7	lebesgue	lebesgue	NOUN
ejde-197	45	8	integral	integral	ADJ
ejde-197	45	9	and	and	CCONJ
ejde-197	45	10	an	an	DET
ejde-197	45	11	itô	itô	PROPN
ejde-197	45	12	integral	integral	ADJ
ejde-197	45	13	.	.	PUNCT
ejde-197	46	1	the	the	DET
ejde-197	46	2	theory	theory	NOUN
ejde-197	46	3	of	of	ADP
ejde-197	46	4	differential	differential	ADJ
ejde-197	46	5	equations	equation	NOUN
ejde-197	46	6	is	be	AUX
ejde-197	46	7	the	the	DET
ejde-197	46	8	origin	origin	NOUN
ejde-197	46	9	of	of	ADP
ejde-197	46	10	classical	classical	ADJ
ejde-197	46	11	calculus	calculus	NOUN
ejde-197	46	12	and	and	CCONJ
ejde-197	46	13	motivated	motivate	VERB
ejde-197	46	14	the	the	DET
ejde-197	46	15	creation	creation	NOUN
ejde-197	46	16	of	of	ADP
ejde-197	46	17	differential	differential	ADJ
ejde-197	46	18	and	and	CCONJ
ejde-197	46	19	integral	integral	ADJ
ejde-197	46	20	calculus	calculus	NOUN
ejde-197	46	21	.	.	PUNCT
ejde-197	47	1	a	a	DET
ejde-197	47	2	differential	differential	ADJ
ejde-197	47	3	equation	equation	NOUN
ejde-197	47	4	is	be	AUX
ejde-197	47	5	an	an	DET
ejde-197	47	6	equation	equation	NOUN
ejde-197	47	7	involving	involve	VERB
ejde-197	47	8	an	an	DET
ejde-197	47	9	unknown	unknown	ADJ
ejde-197	47	10	function	function	NOUN
ejde-197	47	11	and	and	CCONJ
ejde-197	47	12	its	its	PRON
ejde-197	47	13	derivative	derivative	NOUN
ejde-197	47	14	.	.	PUNCT
ejde-197	48	1	typically	typically	ADV
ejde-197	48	2	,	,	PUNCT
ejde-197	48	3	a	a	DET
ejde-197	48	4	differential	differential	ADJ
ejde-197	48	5	equation	equation	NOUN
ejde-197	48	6	is	be	AUX
ejde-197	48	7	a	a	DET
ejde-197	48	8	functional	functional	ADJ
ejde-197	48	9	relationship	relationship	NOUN
ejde-197	48	10	f(t	f(t	NOUN
ejde-197	48	11	,	,	PUNCT
ejde-197	48	12	x(t	x(t	PROPN
ejde-197	48	13	)	)	PUNCT
ejde-197	48	14	,	,	PUNCT
ejde-197	48	15	x′(t	x′(t	PROPN
ejde-197	48	16	)	)	PUNCT
ejde-197	48	17	,	,	PUNCT
ejde-197	48	18	x′′(t	x′′(t	VERB
ejde-197	48	19	)	)	PUNCT
ejde-197	48	20	,	,	PUNCT
ejde-197	48	21	.	.	PUNCT
ejde-197	48	22	.	.	PUNCT
ejde-197	48	23	.	.	PUNCT
ejde-197	48	24	)	)	PUNCT
ejde-197	49	1	=	=	PUNCT
ejde-197	49	2	0	0	NUM
ejde-197	49	3	,	,	PUNCT
ejde-197	49	4	0	0	NUM
ejde-197	49	5	≤	≤	NUM
ejde-197	49	6	t	t	PROPN
ejde-197	49	7	≤	≤	PROPN
ejde-197	49	8	t	t	PROPN
ejde-197	49	9	(	(	PUNCT
ejde-197	49	10	2.3	2.3	NUM
ejde-197	49	11	)	)	PUNCT
ejde-197	49	12	involving	involve	VERB
ejde-197	49	13	the	the	DET
ejde-197	49	14	time	time	NOUN
ejde-197	49	15	t	t	PROPN
ejde-197	49	16	,	,	PUNCT
ejde-197	49	17	an	an	DET
ejde-197	49	18	unknown	unknown	ADJ
ejde-197	49	19	function	function	NOUN
ejde-197	49	20	x(t	x(t	PROPN
ejde-197	49	21	)	)	PUNCT
ejde-197	49	22	and	and	CCONJ
ejde-197	49	23	its	its	PRON
ejde-197	49	24	derivative	derivative	NOUN
ejde-197	49	25	.	.	PUNCT
ejde-197	50	1	the	the	DET
ejde-197	50	2	solution	solution	NOUN
ejde-197	50	3	of	of	ADP
ejde-197	50	4	the	the	DET
ejde-197	50	5	differential	differential	ADJ
ejde-197	50	6	equation	equation	NOUN
ejde-197	50	7	is	be	AUX
ejde-197	50	8	a	a	DET
ejde-197	50	9	function	function	NOUN
ejde-197	50	10	x(t	x(t	PROPN
ejde-197	50	11	)	)	PUNCT
ejde-197	50	12	which	which	PRON
ejde-197	50	13	satisfies	satisfy	VERB
ejde-197	50	14	(	(	PUNCT
ejde-197	50	15	2.3	2.3	NUM
ejde-197	50	16	)	)	PUNCT
ejde-197	50	17	.	.	PUNCT
ejde-197	51	1	now	now	ADV
ejde-197	51	2	,	,	PUNCT
ejde-197	51	3	consider	consider	VERB
ejde-197	51	4	the	the	DET
ejde-197	51	5	deterministic	deterministic	ADJ
ejde-197	51	6	differential	differential	NOUN
ejde-197	51	7	equation	equation	NOUN
ejde-197	51	8	dx(t	dx(t	NOUN
ejde-197	51	9	)	)	PUNCT
ejde-197	51	10	=	=	PUNCT
ejde-197	52	1	a(t	a(t	NOUN
ejde-197	52	2	,	,	PUNCT
ejde-197	52	3	x(t))dt	x(t))dt	PROPN
ejde-197	52	4	,	,	PUNCT
ejde-197	52	5	x(0	x(0	PROPN
ejde-197	52	6	)	)	PUNCT
ejde-197	52	7	=	=	PUNCT
ejde-197	52	8	x0	x0	PROPN
ejde-197	52	9	.	.	PUNCT
ejde-197	53	1	(	(	PUNCT
ejde-197	53	2	2.4	2.4	NUM
ejde-197	53	3	)	)	PUNCT
ejde-197	53	4	ejde-2023	ejde-2023	ADJ
ejde-197	53	5	/	/	SYM
ejde-197	53	6	si/02	si/02	PROPN
ejde-197	53	7	ornstein	ornstein	PROPN
ejde-197	53	8	-	-	PUNCT
ejde-197	53	9	uhlenbeck	uhlenbeck	PROPN
ejde-197	53	10	model	model	NOUN
ejde-197	53	11	195	195	NUM
ejde-197	53	12	the	the	DET
ejde-197	53	13	easiest	easy	ADJ
ejde-197	53	14	way	way	NOUN
ejde-197	53	15	to	to	PART
ejde-197	53	16	introduce	introduce	VERB
ejde-197	53	17	randomness	randomness	NOUN
ejde-197	53	18	in	in	ADP
ejde-197	53	19	this	this	DET
ejde-197	53	20	equation	equation	NOUN
ejde-197	53	21	is	be	AUX
ejde-197	53	22	to	to	PART
ejde-197	53	23	randomize	randomize	VERB
ejde-197	53	24	the	the	DET
ejde-197	53	25	initial	initial	ADJ
ejde-197	53	26	condition	condition	NOUN
ejde-197	53	27	.	.	PUNCT
ejde-197	54	1	the	the	DET
ejde-197	54	2	solution	solution	NOUN
ejde-197	54	3	x(t	x(t	PROPN
ejde-197	54	4	)	)	PUNCT
ejde-197	54	5	then	then	ADV
ejde-197	54	6	becomes	become	VERB
ejde-197	54	7	a	a	DET
ejde-197	54	8	stochastic	stochastic	ADJ
ejde-197	54	9	process	process	NOUN
ejde-197	54	10	(	(	PUNCT
ejde-197	54	11	xt	xt	X
ejde-197	54	12	,	,	PUNCT
ejde-197	54	13	t	t	PROPN
ejde-197	54	14	∈	∈	PROPN
ejde-197	55	1	[	[	X
ejde-197	55	2	0	0	NUM
ejde-197	55	3	,	,	PUNCT
ejde-197	55	4	t	t	X
ejde-197	55	5	]	]	PUNCT
ejde-197	55	6	)	)	PUNCT
ejde-197	55	7	defined	define	VERB
ejde-197	55	8	as	as	ADP
ejde-197	55	9	dxt	dxt	PROPN
ejde-197	55	10	=	=	SYM
ejde-197	55	11	a(t	a(t	PROPN
ejde-197	55	12	,	,	PUNCT
ejde-197	55	13	xt)dt	xt)dt	PROPN
ejde-197	55	14	,	,	PUNCT
ejde-197	55	15	x0(t	x0(t	PROPN
ejde-197	55	16	)	)	PUNCT
ejde-197	55	17	=	=	SYM
ejde-197	55	18	y	y	PROPN
ejde-197	55	19	(	(	PUNCT
ejde-197	55	20	t	t	PROPN
ejde-197	55	21	)	)	PUNCT
ejde-197	55	22	.	.	PUNCT
ejde-197	56	1	(	(	PUNCT
ejde-197	56	2	2.5	2.5	NUM
ejde-197	56	3	)	)	PUNCT
ejde-197	56	4	equation	equation	NOUN
ejde-197	56	5	(	(	PUNCT
ejde-197	56	6	2.5	2.5	NUM
ejde-197	56	7	)	)	PUNCT
ejde-197	56	8	is	be	AUX
ejde-197	56	9	called	call	VERB
ejde-197	56	10	a	a	DET
ejde-197	56	11	random	random	ADJ
ejde-197	56	12	differential	differential	NOUN
ejde-197	56	13	equation	equation	NOUN
ejde-197	56	14	.	.	PUNCT
ejde-197	57	1	random	random	ADJ
ejde-197	57	2	differential	differential	NOUN
ejde-197	57	3	equations	equation	NOUN
ejde-197	57	4	can	can	AUX
ejde-197	57	5	be	be	AUX
ejde-197	57	6	considered	consider	VERB
ejde-197	57	7	deterministic	deterministic	ADJ
ejde-197	57	8	equations	equation	NOUN
ejde-197	57	9	with	with	ADP
ejde-197	57	10	a	a	DET
ejde-197	57	11	perturbed	perturb	VERB
ejde-197	57	12	initial	initial	ADJ
ejde-197	57	13	condition	condition	NOUN
ejde-197	57	14	.	.	PUNCT
ejde-197	58	1	note	note	VERB
ejde-197	58	2	that	that	SCONJ
ejde-197	58	3	this	this	PRON
ejde-197	58	4	is	be	AUX
ejde-197	58	5	not	not	PART
ejde-197	58	6	a	a	DET
ejde-197	58	7	full	full	ADJ
ejde-197	58	8	stochastic	stochastic	ADJ
ejde-197	58	9	differential	differential	ADJ
ejde-197	58	10	equation	equation	NOUN
ejde-197	58	11	.	.	PUNCT
ejde-197	59	1	in	in	ADP
ejde-197	59	2	general	general	ADJ
ejde-197	59	3	,	,	PUNCT
ejde-197	59	4	a	a	DET
ejde-197	59	5	stochastic	stochastic	ADJ
ejde-197	59	6	differential	differential	NOUN
ejde-197	59	7	equation	equation	NOUN
ejde-197	59	8	is	be	AUX
ejde-197	59	9	a	a	DET
ejde-197	59	10	differential	differential	ADJ
ejde-197	59	11	equation	equation	NOUN
ejde-197	59	12	in	in	ADP
ejde-197	59	13	which	which	PRON
ejde-197	59	14	one	one	NUM
ejde-197	59	15	or	or	CCONJ
ejde-197	59	16	more	more	ADJ
ejde-197	59	17	of	of	ADP
ejde-197	59	18	the	the	DET
ejde-197	59	19	terms	term	NOUN
ejde-197	59	20	is	be	AUX
ejde-197	59	21	a	a	DET
ejde-197	59	22	stochastic	stochastic	ADJ
ejde-197	59	23	process	process	NOUN
ejde-197	59	24	;	;	PUNCT
ejde-197	59	25	the	the	DET
ejde-197	59	26	solution	solution	NOUN
ejde-197	59	27	will	will	AUX
ejde-197	59	28	be	be	AUX
ejde-197	59	29	also	also	ADV
ejde-197	59	30	a	a	DET
ejde-197	59	31	stochastic	stochastic	ADJ
ejde-197	59	32	process	process	NOUN
ejde-197	59	33	.	.	PUNCT
ejde-197	60	1	2.2	2.2	NUM
ejde-197	60	2	.	.	PUNCT
ejde-197	61	1	itô	itô	NOUN
ejde-197	61	2	calculus	calculus	NOUN
ejde-197	61	3	.	.	PUNCT
ejde-197	62	1	as	as	SCONJ
ejde-197	62	2	we	we	PRON
ejde-197	62	3	have	have	AUX
ejde-197	62	4	observed	observe	VERB
ejde-197	62	5	above	above	ADV
ejde-197	62	6	,	,	PUNCT
ejde-197	62	7	in	in	ADP
ejde-197	62	8	solving	solve	VERB
ejde-197	62	9	sdes	sde	NOUN
ejde-197	62	10	we	we	PRON
ejde-197	62	11	encounter	encounter	VERB
ejde-197	62	12	integrands	integrand	NOUN
ejde-197	62	13	and	and	CCONJ
ejde-197	62	14	integrators	integrator	NOUN
ejde-197	62	15	that	that	PRON
ejde-197	62	16	are	be	AUX
ejde-197	62	17	stochastic	stochastic	ADJ
ejde-197	62	18	processes	process	NOUN
ejde-197	62	19	.	.	PUNCT
ejde-197	63	1	thus	thus	ADV
ejde-197	63	2	,	,	PUNCT
ejde-197	63	3	the	the	DET
ejde-197	63	4	classical	classical	ADJ
ejde-197	63	5	calculus	calculus	NOUN
ejde-197	63	6	methods	method	NOUN
ejde-197	63	7	can	can	AUX
ejde-197	63	8	not	not	PART
ejde-197	63	9	be	be	AUX
ejde-197	63	10	used	use	VERB
ejde-197	63	11	in	in	ADP
ejde-197	63	12	solving	solve	VERB
ejde-197	63	13	sdes	sde	NOUN
ejde-197	63	14	.	.	PUNCT
ejde-197	64	1	kiyosi	kiyosi	PROPN
ejde-197	64	2	itô	itô	PROPN
ejde-197	64	3	,	,	PUNCT
ejde-197	64	4	a	a	DET
ejde-197	64	5	japanese	japanese	ADJ
ejde-197	64	6	mathematician	mathematician	NOUN
ejde-197	64	7	,	,	PUNCT
ejde-197	64	8	advanced	advance	VERB
ejde-197	64	9	the	the	DET
ejde-197	64	10	solutions	solution	NOUN
ejde-197	64	11	of	of	ADP
ejde-197	64	12	sdes	sde	NOUN
ejde-197	64	13	by	by	ADP
ejde-197	64	14	developing	develop	VERB
ejde-197	64	15	the	the	DET
ejde-197	64	16	theory	theory	NOUN
ejde-197	64	17	of	of	ADP
ejde-197	64	18	itô	itô	PROPN
ejde-197	64	19	calculus	calculus	NOUN
ejde-197	64	20	,	,	PUNCT
ejde-197	64	21	which	which	PRON
ejde-197	64	22	is	be	AUX
ejde-197	64	23	an	an	DET
ejde-197	64	24	extension	extension	NOUN
ejde-197	64	25	of	of	ADP
ejde-197	64	26	the	the	DET
ejde-197	64	27	methods	method	NOUN
ejde-197	64	28	of	of	ADP
ejde-197	64	29	calculus	calculus	NOUN
ejde-197	64	30	to	to	ADP
ejde-197	64	31	stochastic	stochastic	ADJ
ejde-197	64	32	processes	process	NOUN
ejde-197	64	33	.	.	PUNCT
ejde-197	65	1	see	see	VERB
ejde-197	65	2	[	[	X
ejde-197	65	3	24	24	NUM
ejde-197	65	4	]	]	PUNCT
ejde-197	65	5	for	for	ADP
ejde-197	65	6	further	further	ADJ
ejde-197	65	7	readings	reading	NOUN
ejde-197	65	8	.	.	PUNCT
ejde-197	66	1	before	before	ADP
ejde-197	66	2	stating	state	VERB
ejde-197	66	3	the	the	DET
ejde-197	66	4	properties	property	NOUN
ejde-197	66	5	of	of	ADP
ejde-197	66	6	the	the	DET
ejde-197	66	7	itô	itô	PROPN
ejde-197	66	8	integral	integral	ADJ
ejde-197	66	9	,	,	PUNCT
ejde-197	66	10	we	we	PRON
ejde-197	66	11	first	first	ADV
ejde-197	66	12	define	define	VERB
ejde-197	66	13	some	some	DET
ejde-197	66	14	important	important	ADJ
ejde-197	66	15	terms	term	NOUN
ejde-197	66	16	.	.	PUNCT
ejde-197	67	1	definition	definition	NOUN
ejde-197	67	2	2.2	2.2	NUM
ejde-197	67	3	.	.	PUNCT
ejde-197	68	1	a	a	DET
ejde-197	68	2	probability	probability	NOUN
ejde-197	68	3	space	space	NOUN
ejde-197	68	4	is	be	AUX
ejde-197	68	5	a	a	DET
ejde-197	68	6	triplet	triplet	NOUN
ejde-197	68	7	(	(	PUNCT
ejde-197	68	8	ω	ω	PROPN
ejde-197	68	9	,	,	PUNCT
ejde-197	68	10	f	f	PROPN
ejde-197	68	11	,	,	PUNCT
ejde-197	68	12	p	p	NOUN
ejde-197	68	13	)	)	PUNCT
ejde-197	68	14	where	where	SCONJ
ejde-197	68	15	ω	ω	NOUN
ejde-197	68	16	is	be	AUX
ejde-197	68	17	a	a	DET
ejde-197	68	18	sample	sample	NOUN
ejde-197	68	19	space	space	NOUN
ejde-197	68	20	,	,	PUNCT
ejde-197	68	21	f	f	PROPN
ejde-197	68	22	is	be	AUX
ejde-197	68	23	a	a	DET
ejde-197	68	24	σ	σ	NOUN
ejde-197	68	25	-	-	PUNCT
ejde-197	68	26	algebra	algebra	PROPN
ejde-197	68	27	on	on	ADP
ejde-197	68	28	ω	ω	PROPN
ejde-197	68	29	and	and	CCONJ
ejde-197	68	30	p	p	NOUN
ejde-197	68	31	is	be	AUX
ejde-197	68	32	a	a	DET
ejde-197	68	33	probability	probability	NOUN
ejde-197	68	34	measure	measure	NOUN
ejde-197	68	35	p	p	X
ejde-197	68	36	:	:	PUNCT
ejde-197	68	37	f	f	X
ejde-197	68	38	→	→	PUNCT
ejde-197	69	1	[	[	X
ejde-197	69	2	0	0	NUM
ejde-197	69	3	,	,	PUNCT
ejde-197	69	4	1	1	NUM
ejde-197	69	5	]	]	PUNCT
ejde-197	69	6	.	.	PUNCT
ejde-197	70	1	definition	definition	NOUN
ejde-197	70	2	2.3	2.3	NUM
ejde-197	70	3	.	.	PUNCT
ejde-197	71	1	a	a	DET
ejde-197	71	2	continuous	continuous	ADJ
ejde-197	71	3	filtration	filtration	NOUN
ejde-197	71	4	of	of	ADP
ejde-197	71	5	a	a	DET
ejde-197	71	6	set	set	NOUN
ejde-197	71	7	ω	ω	PROPN
ejde-197	71	8	is	be	AUX
ejde-197	71	9	a	a	DET
ejde-197	71	10	collection	collection	NOUN
ejde-197	71	11	ft	ft	PROPN
ejde-197	71	12	of	of	ADP
ejde-197	71	13	σ	σ	PROPN
ejde-197	71	14	-	-	PUNCT
ejde-197	71	15	algebra	algebra	PROPN
ejde-197	71	16	subsets	subset	NOUN
ejde-197	71	17	of	of	ADP
ejde-197	71	18	ω	ω	NUM
ejde-197	71	19	such	such	ADJ
ejde-197	71	20	that	that	SCONJ
ejde-197	71	21	fs	fs	ADP
ejde-197	71	22	⊂	⊂	PRON
ejde-197	71	23	ft	ft	PROPN
ejde-197	71	24	for	for	SCONJ
ejde-197	71	25	all	all	PRON
ejde-197	71	26	s	s	PART
ejde-197	71	27	<	<	X
ejde-197	71	28	t.	t.	X
ejde-197	71	29	for	for	ADP
ejde-197	71	30	n	n	PROPN
ejde-197	71	31	∈	∈	PROPN
ejde-197	71	32	n	n	CCONJ
ejde-197	71	33	,	,	PUNCT
ejde-197	71	34	a	a	DET
ejde-197	71	35	discrete	discrete	ADJ
ejde-197	71	36	filtration	filtration	NOUN
ejde-197	71	37	fn	fn	NOUN
ejde-197	71	38	is	be	AUX
ejde-197	71	39	similarly	similarly	ADV
ejde-197	71	40	defined	define	VERB
ejde-197	71	41	.	.	PUNCT
ejde-197	72	1	definition	definition	NOUN
ejde-197	72	2	2.4	2.4	NUM
ejde-197	72	3	.	.	PUNCT
ejde-197	73	1	an	an	DET
ejde-197	73	2	ft	ft	NOUN
ejde-197	73	3	-	-	PUNCT
ejde-197	73	4	measurable	measurable	ADJ
ejde-197	73	5	random	random	ADJ
ejde-197	73	6	variable	variable	NOUN
ejde-197	73	7	is	be	AUX
ejde-197	73	8	a	a	DET
ejde-197	73	9	random	random	ADJ
ejde-197	73	10	variable	variable	NOUN
ejde-197	73	11	whose	whose	DET
ejde-197	73	12	value	value	NOUN
ejde-197	73	13	is	be	AUX
ejde-197	73	14	known	know	VERB
ejde-197	73	15	at	at	ADP
ejde-197	73	16	time	time	NOUN
ejde-197	73	17	t.	t.	PROPN
ejde-197	73	18	definition	definition	NOUN
ejde-197	73	19	2.5	2.5	NUM
ejde-197	73	20	.	.	PUNCT
ejde-197	74	1	a	a	DET
ejde-197	74	2	sequence	sequence	NOUN
ejde-197	74	3	{	{	PUNCT
ejde-197	74	4	xt	xt	ADP
ejde-197	74	5	}	}	PUNCT
ejde-197	74	6	of	of	ADP
ejde-197	74	7	random	random	ADJ
ejde-197	74	8	variables	variable	NOUN
ejde-197	74	9	is	be	AUX
ejde-197	74	10	an	an	DET
ejde-197	74	11	adaptive	adaptive	ADJ
ejde-197	74	12	process	process	NOUN
ejde-197	74	13	relative	relative	ADJ
ejde-197	74	14	to	to	ADP
ejde-197	74	15	{	{	PUNCT
ejde-197	74	16	ft	ft	X
ejde-197	74	17	}	}	PUNCT
ejde-197	74	18	,	,	PUNCT
ejde-197	74	19	if	if	SCONJ
ejde-197	74	20	the	the	DET
ejde-197	74	21	random	random	ADJ
ejde-197	74	22	variable	variable	NOUN
ejde-197	74	23	{	{	PUNCT
ejde-197	74	24	xt	xt	X
ejde-197	74	25	}	}	PUNCT
ejde-197	74	26	is	be	AUX
ejde-197	74	27	{	{	PUNCT
ejde-197	74	28	ft}-measurable	ft}-measurable	NOUN
ejde-197	74	29	for	for	ADP
ejde-197	74	30	each	each	DET
ejde-197	74	31	t.	t.	NOUN
ejde-197	74	32	we	we	PRON
ejde-197	74	33	recall	recall	VERB
ejde-197	74	34	that	that	SCONJ
ejde-197	74	35	a	a	DET
ejde-197	74	36	stochastic	stochastic	ADJ
ejde-197	74	37	process	process	NOUN
ejde-197	74	38	v	v	ADP
ejde-197	74	39	=	=	SYM
ejde-197	74	40	v	v	X
ejde-197	74	41	(	(	PUNCT
ejde-197	74	42	s	s	PROPN
ejde-197	74	43	,	,	PUNCT
ejde-197	74	44	t	t	PROPN
ejde-197	74	45	)	)	PUNCT
ejde-197	74	46	is	be	AUX
ejde-197	74	47	a	a	DET
ejde-197	74	48	collection	collection	NOUN
ejde-197	74	49	of	of	ADP
ejde-197	74	50	random	random	ADJ
ejde-197	74	51	variables	variable	NOUN
ejde-197	74	52	v	v	ADP
ejde-197	74	53	=	=	SYM
ejde-197	74	54	vt	vt	NOUN
ejde-197	74	55	:	:	PUNCT
ejde-197	74	56	t	t	PROPN
ejde-197	74	57	∈	∈	PROPN
ejde-197	74	58	t	t	PROPN
ejde-197	74	59	,	,	PUNCT
ejde-197	74	60	where	where	SCONJ
ejde-197	74	61	each	each	DET
ejde-197	74	62	vt	vt	NOUN
ejde-197	74	63	is	be	AUX
ejde-197	74	64	defined	define	VERB
ejde-197	74	65	on	on	ADP
ejde-197	74	66	a	a	DET
ejde-197	74	67	common	common	ADJ
ejde-197	74	68	probability	probability	NOUN
ejde-197	74	69	space	space	NOUN
ejde-197	74	70	,	,	PUNCT
ejde-197	74	71	and	and	CCONJ
ejde-197	74	72	takes	take	VERB
ejde-197	74	73	values	value	NOUN
ejde-197	74	74	in	in	ADP
ejde-197	74	75	a	a	DET
ejde-197	74	76	common	common	ADJ
ejde-197	74	77	set	set	NOUN
ejde-197	74	78	s	s	PROPN
ejde-197	74	79	,	,	PUNCT
ejde-197	74	80	called	call	VERB
ejde-197	74	81	the	the	DET
ejde-197	74	82	state	state	NOUN
ejde-197	74	83	space	space	NOUN
ejde-197	74	84	.	.	PUNCT
ejde-197	75	1	the	the	DET
ejde-197	75	2	collection	collection	NOUN
ejde-197	75	3	is	be	AUX
ejde-197	75	4	indexed	index	VERB
ejde-197	75	5	or	or	CCONJ
ejde-197	75	6	labeled	label	VERB
ejde-197	75	7	by	by	ADP
ejde-197	75	8	a	a	DET
ejde-197	75	9	set	set	NOUN
ejde-197	75	10	t	t	NOUN
ejde-197	75	11	,	,	PUNCT
ejde-197	75	12	that	that	SCONJ
ejde-197	75	13	in	in	ADP
ejde-197	75	14	general	general	ADJ
ejde-197	75	15	is	be	AUX
ejde-197	75	16	n	n	PRON
ejde-197	75	17	or	or	CCONJ
ejde-197	75	18	[	[	X
ejde-197	75	19	0,∞	0,∞	NUM
ejde-197	75	20	)	)	PUNCT
ejde-197	75	21	.	.	PUNCT
ejde-197	76	1	if	if	SCONJ
ejde-197	76	2	t	t	NOUN
ejde-197	76	3	=	=	SYM
ejde-197	76	4	n	n	CCONJ
ejde-197	76	5	the	the	DET
ejde-197	76	6	process	process	NOUN
ejde-197	76	7	is	be	AUX
ejde-197	76	8	called	call	VERB
ejde-197	76	9	discrete	discrete	ADJ
ejde-197	76	10	,	,	PUNCT
ejde-197	76	11	and	and	CCONJ
ejde-197	76	12	if	if	SCONJ
ejde-197	76	13	t	t	NOUN
ejde-197	76	14	=	=	PUNCT
ejde-197	77	1	[	[	X
ejde-197	77	2	0,∞	0,∞	NUM
ejde-197	77	3	)	)	PUNCT
ejde-197	77	4	it	it	PRON
ejde-197	77	5	is	be	AUX
ejde-197	77	6	called	call	VERB
ejde-197	77	7	continuous	continuous	ADJ
ejde-197	77	8	.	.	PUNCT
ejde-197	78	1	given	give	VERB
ejde-197	78	2	a	a	DET
ejde-197	78	3	stochastic	stochastic	ADJ
ejde-197	78	4	process	process	NOUN
ejde-197	78	5	v	v	NOUN
ejde-197	78	6	(	(	PUNCT
ejde-197	78	7	s	s	PROPN
ejde-197	78	8	,	,	PUNCT
ejde-197	78	9	t	t	PROPN
ejde-197	78	10	)	)	PUNCT
ejde-197	78	11	and	and	CCONJ
ejde-197	78	12	a	a	DET
ejde-197	78	13	brownian	brownian	ADJ
ejde-197	78	14	motion	motion	NOUN
ejde-197	78	15	bt	bt	PROPN
ejde-197	78	16	,	,	PUNCT
ejde-197	78	17	let	let	VERB
ejde-197	78	18	f	f	X
ejde-197	78	19	,	,	PUNCT
ejde-197	78	20	g	g	PROPN
ejde-197	78	21	∈	∈	PROPN
ejde-197	78	22	v	v	ADP
ejde-197	78	23	(	(	PUNCT
ejde-197	78	24	s	s	PROPN
ejde-197	78	25	,	,	PUNCT
ejde-197	78	26	t	t	PROPN
ejde-197	78	27	)	)	PUNCT
ejde-197	78	28	and	and	CCONJ
ejde-197	78	29	0	0	NUM
ejde-197	78	30	≤	≤	NOUN
ejde-197	78	31	s	s	PART
ejde-197	78	32	<	<	X
ejde-197	78	33	u	u	X
ejde-197	78	34	<	<	X
ejde-197	78	35	t	t	PROPN
ejde-197	78	36	.	.	PUNCT
ejde-197	79	1	then	then	ADV
ejde-197	79	2	the	the	DET
ejde-197	79	3	following	follow	VERB
ejde-197	79	4	properties	property	NOUN
ejde-197	79	5	hold	hold	VERB
ejde-197	79	6	for	for	SCONJ
ejde-197	79	7	the	the	DET
ejde-197	79	8	itô	itô	PROPN
ejde-197	79	9	integral	integral	ADJ
ejde-197	79	10	:	:	PUNCT
ejde-197	79	11	(	(	PUNCT
ejde-197	79	12	i	i	NOUN
ejde-197	79	13	)	)	PUNCT
ejde-197	80	1	∫	∫	PROPN
ejde-197	80	2	t	t	PROPN
ejde-197	80	3	s	s	PART
ejde-197	80	4	fdbt	fdbt	NOUN
ejde-197	80	5	=	=	SYM
ejde-197	80	6	∫	∫	PROPN
ejde-197	80	7	u	u	PROPN
ejde-197	80	8	s	s	PART
ejde-197	80	9	fdbt	fdbt	NOUN
ejde-197	80	10	+	+	CCONJ
ejde-197	80	11	∫	∫	PROPN
ejde-197	80	12	t	t	PROPN
ejde-197	80	13	u	u	PROPN
ejde-197	80	14	fdbt	fdbt	PROPN
ejde-197	80	15	;	;	PUNCT
ejde-197	80	16	(	(	PUNCT
ejde-197	80	17	ii	ii	NOUN
ejde-197	80	18	)	)	PUNCT
ejde-197	80	19	∫	∫	PROPN
ejde-197	80	20	t	t	PROPN
ejde-197	80	21	s	s	X
ejde-197	80	22	(	(	PUNCT
ejde-197	80	23	cf	cf	X
ejde-197	80	24	+	+	CCONJ
ejde-197	80	25	g)dbt	g)dbt	PROPN
ejde-197	80	26	=	=	PUNCT
ejde-197	80	27	c	c	NOUN
ejde-197	80	28	∫	∫	PROPN
ejde-197	80	29	t	t	PROPN
ejde-197	80	30	s	s	PROPN
ejde-197	80	31	fdbt	fdbt	NOUN
ejde-197	80	32	+	+	CCONJ
ejde-197	80	33	∫	∫	PROPN
ejde-197	80	34	t	t	PROPN
ejde-197	80	35	s	s	PROPN
ejde-197	80	36	gdbt	gdbt	NOUN
ejde-197	80	37	,	,	PUNCT
ejde-197	80	38	for	for	ADP
ejde-197	80	39	c	c	PROPN
ejde-197	80	40	∈	∈	PROPN
ejde-197	80	41	r	r	NOUN
ejde-197	80	42	;	;	PUNCT
ejde-197	80	43	(	(	PUNCT
ejde-197	80	44	iii	iii	X
ejde-197	80	45	)	)	PUNCT
ejde-197	80	46	e	e	NOUN
ejde-197	81	1	[	[	X
ejde-197	81	2	(	(	PUNCT
ejde-197	81	3	∫	∫	PROPN
ejde-197	81	4	t	t	PROPN
ejde-197	81	5	s	s	PROPN
ejde-197	81	6	fdbt	fdbt	NOUN
ejde-197	81	7	)	)	PUNCT
ejde-197	81	8	]	]	PUNCT
ejde-197	82	1	=	=	PUNCT
ejde-197	82	2	0	0	NUM
ejde-197	82	3	;	;	PUNCT
ejde-197	82	4	(	(	PUNCT
ejde-197	82	5	iv	iv	X
ejde-197	82	6	)	)	PUNCT
ejde-197	82	7	∫	∫	PROPN
ejde-197	82	8	t	t	PROPN
ejde-197	82	9	s	s	PROPN
ejde-197	82	10	fdbt	fdbt	NOUN
ejde-197	82	11	is	be	AUX
ejde-197	82	12	{	{	PUNCT
ejde-197	82	13	ft	ft	NOUN
ejde-197	82	14	}	}	PUNCT
ejde-197	82	15	-measurable	-measurable	ADJ
ejde-197	82	16	.	.	PUNCT
ejde-197	83	1	another	another	DET
ejde-197	83	2	essential	essential	ADJ
ejde-197	83	3	property	property	NOUN
ejde-197	83	4	of	of	ADP
ejde-197	83	5	the	the	DET
ejde-197	83	6	itô	itô	PROPN
ejde-197	83	7	integral	integral	ADJ
ejde-197	83	8	is	be	AUX
ejde-197	83	9	the	the	DET
ejde-197	83	10	fact	fact	NOUN
ejde-197	83	11	that	that	SCONJ
ejde-197	83	12	it	it	PRON
ejde-197	83	13	is	be	AUX
ejde-197	83	14	a	a	DET
ejde-197	83	15	martingale	martingale	NOUN
ejde-197	83	16	.	.	PUNCT
ejde-197	84	1	we	we	PRON
ejde-197	84	2	recall	recall	VERB
ejde-197	84	3	that	that	SCONJ
ejde-197	84	4	a	a	DET
ejde-197	84	5	martingale	martingale	NOUN
ejde-197	84	6	is	be	AUX
ejde-197	84	7	a	a	DET
ejde-197	84	8	stochastic	stochastic	ADJ
ejde-197	84	9	process	process	NOUN
ejde-197	84	10	or	or	CCONJ
ejde-197	84	11	sequence	sequence	NOUN
ejde-197	84	12	of	of	ADP
ejde-197	84	13	random	random	ADJ
ejde-197	84	14	variables	variable	NOUN
ejde-197	84	15	such	such	ADJ
ejde-197	84	16	that	that	SCONJ
ejde-197	84	17	at	at	ADP
ejde-197	84	18	a	a	DET
ejde-197	84	19	given	give	VERB
ejde-197	84	20	time	time	NOUN
ejde-197	84	21	,	,	PUNCT
ejde-197	84	22	the	the	DET
ejde-197	84	23	conditional	conditional	ADJ
ejde-197	84	24	expectation	expectation	NOUN
ejde-197	84	25	of	of	ADP
ejde-197	84	26	the	the	DET
ejde-197	84	27	next	next	ADJ
ejde-197	84	28	value	value	NOUN
ejde-197	84	29	in	in	ADP
ejde-197	84	30	the	the	DET
ejde-197	84	31	sequence	sequence	NOUN
ejde-197	84	32	is	be	AUX
ejde-197	84	33	equal	equal	ADJ
ejde-197	84	34	to	to	ADP
ejde-197	84	35	the	the	DET
ejde-197	84	36	present	present	ADJ
ejde-197	84	37	value	value	NOUN
ejde-197	84	38	,	,	PUNCT
ejde-197	84	39	independently	independently	ADV
ejde-197	84	40	of	of	ADP
ejde-197	84	41	all	all	DET
ejde-197	84	42	prior	prior	ADJ
ejde-197	84	43	values	value	NOUN
ejde-197	84	44	.	.	PUNCT
ejde-197	85	1	2.3	2.3	NUM
ejde-197	85	2	.	.	PUNCT
ejde-197	85	3	example	example	NOUN
ejde-197	85	4	.	.	PUNCT
ejde-197	86	1	in	in	ADP
ejde-197	86	2	this	this	DET
ejde-197	86	3	section	section	NOUN
ejde-197	86	4	,	,	PUNCT
ejde-197	86	5	we	we	PRON
ejde-197	86	6	present	present	VERB
ejde-197	86	7	a	a	DET
ejde-197	86	8	classic	classic	ADJ
ejde-197	86	9	application	application	NOUN
ejde-197	86	10	of	of	ADP
ejde-197	86	11	sdes	sde	NOUN
ejde-197	86	12	in	in	ADP
ejde-197	86	13	finance	finance	NOUN
ejde-197	86	14	.	.	PUNCT
ejde-197	87	1	196	196	NUM
ejde-197	87	2	m.	m.	NOUN
ejde-197	87	3	c.	c.	PROPN
ejde-197	87	4	mariani	mariani	PROPN
ejde-197	87	5	,	,	PUNCT
ejde-197	87	6	p.	p.	PROPN
ejde-197	87	7	k.	k.	PROPN
ejde-197	87	8	asante	asante	PROPN
ejde-197	87	9	,	,	PUNCT
ejde-197	87	10	w.	w.	PROPN
ejde-197	87	11	kubin	kubin	PROPN
ejde-197	87	12	,	,	PUNCT
ejde-197	87	13	.	.	PUNCT
ejde-197	87	14	.	.	PUNCT
ejde-197	87	15	.	.	PUNCT
ejde-197	88	1	ejde	ejde	NOUN
ejde-197	88	2	/	/	SYM
ejde-197	88	3	si/02	si/02	PROPN
ejde-197	88	4	2.3.1	2.3.1	NUM
ejde-197	88	5	.	.	PUNCT
ejde-197	89	1	modeling	model	VERB
ejde-197	89	2	asset	asset	NOUN
ejde-197	89	3	prices	price	NOUN
ejde-197	89	4	.	.	PUNCT
ejde-197	90	1	the	the	DET
ejde-197	90	2	sde	sde	PROPN
ejde-197	90	3	that	that	PRON
ejde-197	90	4	models	model	VERB
ejde-197	90	5	the	the	DET
ejde-197	90	6	evolution	evolution	NOUN
ejde-197	90	7	of	of	ADP
ejde-197	90	8	an	an	DET
ejde-197	90	9	asset	asset	NOUN
ejde-197	90	10	price	price	NOUN
ejde-197	90	11	is	be	AUX
ejde-197	90	12	dxt	dxt	PROPN
ejde-197	90	13	=	=	PUNCT
ejde-197	90	14	µxtdt+	µxtdt+	PART
ejde-197	90	15	σxtdbt	σxtdbt	NOUN
ejde-197	90	16	.	.	PUNCT
ejde-197	91	1	the	the	DET
ejde-197	91	2	above	above	ADJ
ejde-197	91	3	equation	equation	NOUN
ejde-197	91	4	is	be	AUX
ejde-197	91	5	in	in	ADP
ejde-197	91	6	the	the	DET
ejde-197	91	7	class	class	NOUN
ejde-197	91	8	of	of	ADP
ejde-197	91	9	sdes	sde	NOUN
ejde-197	91	10	formulated	formulate	VERB
ejde-197	91	11	as	as	ADP
ejde-197	91	12	dxt	dxt	PROPN
ejde-197	91	13	=	=	SYM
ejde-197	91	14	f(t	f(t	PROPN
ejde-197	91	15	,	,	PUNCT
ejde-197	91	16	xt)dt+	xt)dt+	NOUN
ejde-197	91	17	c(t)xtdbt	c(t)xtdbt	NOUN
ejde-197	91	18	.	.	PUNCT
ejde-197	92	1	taking	take	VERB
ejde-197	92	2	f(t	f(t	PROPN
ejde-197	92	3	,	,	PUNCT
ejde-197	92	4	xt	xt	NUM
ejde-197	92	5	)	)	PUNCT
ejde-197	92	6	=	=	SYM
ejde-197	92	7	µxt	µxt	NOUN
ejde-197	92	8	and	and	CCONJ
ejde-197	92	9	c(t	c(t	PROPN
ejde-197	92	10	)	)	PUNCT
ejde-197	92	11	=	=	SYM
ejde-197	92	12	σ	σ	PROPN
ejde-197	92	13	,	,	PUNCT
ejde-197	92	14	we	we	PRON
ejde-197	92	15	have	have	VERB
ejde-197	92	16	that	that	PRON
ejde-197	92	17	ft	ft	PROPN
ejde-197	92	18	=	=	PROPN
ejde-197	92	19	exp(−	exp(−	PROPN
ejde-197	93	1	∫	∫	PROPN
ejde-197	93	2	t	t	PROPN
ejde-197	93	3	0	0	NUM
ejde-197	93	4	σdbs	σdbs	NOUN
ejde-197	93	5	+	+	CCONJ
ejde-197	93	6	1	1	NUM
ejde-197	93	7	2	2	NUM
ejde-197	93	8	∫	∫	NOUN
ejde-197	93	9	t	t	NOUN
ejde-197	93	10	0	0	NUM
ejde-197	93	11	σ2ds	σ2ds	NOUN
ejde-197	93	12	)	)	PUNCT
ejde-197	94	1	=	=	SYM
ejde-197	94	2	exp(−σbt	exp(−σbt	PROPN
ejde-197	95	1	+	+	CCONJ
ejde-197	95	2	1	1	NUM
ejde-197	95	3	2	2	NUM
ejde-197	95	4	σ2	σ2	PROPN
ejde-197	95	5	t	t	PROPN
ejde-197	95	6	)	)	PUNCT
ejde-197	95	7	is	be	AUX
ejde-197	95	8	an	an	DET
ejde-197	95	9	integrating	integrating	NOUN
ejde-197	95	10	factor	factor	NOUN
ejde-197	95	11	for	for	ADP
ejde-197	95	12	the	the	DET
ejde-197	95	13	sde	sde	PROPN
ejde-197	95	14	that	that	PRON
ejde-197	95	15	transforms	transform	VERB
ejde-197	95	16	it	it	PRON
ejde-197	95	17	into	into	ADP
ejde-197	95	18	a	a	DET
ejde-197	95	19	deterministic	deterministic	ADJ
ejde-197	95	20	differential	differential	NOUN
ejde-197	95	21	equation	equation	NOUN
ejde-197	95	22	.	.	PUNCT
ejde-197	96	1	setting	set	VERB
ejde-197	96	2	yt	yt	X
ejde-197	96	3	=	=	PUNCT
ejde-197	96	4	ftxt	ftxt	NOUN
ejde-197	96	5	we	we	PRON
ejde-197	96	6	have	have	VERB
ejde-197	96	7	dyt	dyt	NOUN
ejde-197	96	8	=	=	SYM
ejde-197	96	9	d(ftxt	d(ftxt	PROPN
ejde-197	96	10	)	)	PUNCT
ejde-197	97	1	=	=	SYM
ejde-197	97	2	ftf(t	ftf(t	PROPN
ejde-197	97	3	,	,	PUNCT
ejde-197	97	4	xt)dt	xt)dt	X
ejde-197	97	5	=	=	PRON
ejde-197	98	1	µftxtdt	µftxtdt	VERB
ejde-197	98	2	=	=	SYM
ejde-197	98	3	µytdt	µytdt	PROPN
ejde-197	98	4	.	.	PUNCT
ejde-197	99	1	therefore	therefore	ADV
ejde-197	99	2	,	,	PUNCT
ejde-197	99	3	dyt	dyt	NOUN
ejde-197	99	4	yt	yt	NOUN
ejde-197	99	5	=	=	PUNCT
ejde-197	99	6	µdt	µdt	ADV
ejde-197	99	7	.	.	PUNCT
ejde-197	100	1	by	by	ADP
ejde-197	100	2	integrating	integrate	VERB
ejde-197	100	3	both	both	DET
ejde-197	100	4	sides	side	NOUN
ejde-197	100	5	,	,	PUNCT
ejde-197	100	6	we	we	PRON
ejde-197	100	7	obtain	obtain	VERB
ejde-197	100	8	log	log	NOUN
ejde-197	100	9	yt	yt	NOUN
ejde-197	100	10	=	=	PUNCT
ejde-197	100	11	µt+	µt+	NOUN
ejde-197	100	12	c	c	NOUN
ejde-197	100	13	,	,	PUNCT
ejde-197	100	14	or	or	CCONJ
ejde-197	100	15	equivalently	equivalently	ADV
ejde-197	100	16	,	,	PUNCT
ejde-197	100	17	yt	yt	PROPN
ejde-197	100	18	=	=	SYM
ejde-197	100	19	eµt+c	eµt+c	PROPN
ejde-197	100	20	=	=	NOUN
ejde-197	100	21	aeµt	aeµt	NOUN
ejde-197	100	22	.	.	PUNCT
ejde-197	101	1	furthermore	furthermore	ADV
ejde-197	101	2	,	,	PUNCT
ejde-197	101	3	from	from	ADP
ejde-197	101	4	this	this	DET
ejde-197	101	5	last	last	ADJ
ejde-197	101	6	equation	equation	NOUN
ejde-197	101	7	,	,	PUNCT
ejde-197	101	8	we	we	PRON
ejde-197	101	9	can	can	AUX
ejde-197	101	10	obtain	obtain	VERB
ejde-197	101	11	xt	xt	PROPN
ejde-197	101	12	as	as	ADP
ejde-197	101	13	xt	xt	PROPN
ejde-197	101	14	=	=	SYM
ejde-197	101	15	ae	ae	PROPN
ejde-197	101	16	µt	µt	PROPN
ejde-197	101	17	ft	ft	NOUN
ejde-197	101	18	=	=	PUNCT
ejde-197	101	19	aeµteσbt−	aeµteσbt−	ADJ
ejde-197	101	20	1	1	NUM
ejde-197	101	21	2σ	2σ	NUM
ejde-197	101	22	2	2	NUM
ejde-197	101	23	t.	t.	NOUN
ejde-197	101	24	2.4	2.4	NUM
ejde-197	101	25	.	.	PUNCT
ejde-197	102	1	ornstein	ornstein	PROPN
ejde-197	102	2	-	-	PUNCT
ejde-197	102	3	uhlenbeck	uhlenbeck	PROPN
ejde-197	102	4	model	model	NOUN
ejde-197	102	5	(	(	PUNCT
ejde-197	102	6	ou	ou	PROPN
ejde-197	102	7	)	)	PUNCT
ejde-197	102	8	.	.	PUNCT
ejde-197	103	1	having	having	AUX
ejde-197	103	2	introduced	introduce	VERB
ejde-197	103	3	sdes	sde	NOUN
ejde-197	103	4	and	and	CCONJ
ejde-197	103	5	some	some	DET
ejde-197	103	6	essential	essential	ADJ
ejde-197	103	7	tools	tool	NOUN
ejde-197	103	8	used	use	VERB
ejde-197	103	9	in	in	ADP
ejde-197	103	10	solving	solve	VERB
ejde-197	103	11	them	they	PRON
ejde-197	103	12	,	,	PUNCT
ejde-197	103	13	let	let	VERB
ejde-197	103	14	us	we	PRON
ejde-197	103	15	discuss	discuss	VERB
ejde-197	103	16	the	the	DET
ejde-197	103	17	ornstein	ornstein	PROPN
ejde-197	103	18	-	-	PUNCT
ejde-197	103	19	uhlenbeck	uhlenbeck	PROPN
ejde-197	103	20	model	model	NOUN
ejde-197	103	21	and	and	CCONJ
ejde-197	103	22	the	the	DET
ejde-197	103	23	3	3	NUM
ejde-197	103	24	-	-	PUNCT
ejde-197	103	25	component	component	NOUN
ejde-197	103	26	superposition	superposition	NOUN
ejde-197	103	27	of	of	ADP
ejde-197	103	28	the	the	DET
ejde-197	103	29	ornstein	ornstein	PROPN
ejde-197	103	30	-	-	PUNCT
ejde-197	103	31	uhlenbeck	uhlenbeck	PROPN
ejde-197	103	32	model	model	PROPN
ejde-197	103	33	(	(	PUNCT
ejde-197	103	34	ou	ou	PROPN
ejde-197	103	35	model	model	NOUN
ejde-197	103	36	)	)	PUNCT
ejde-197	103	37	.	.	PUNCT
ejde-197	104	1	we	we	PRON
ejde-197	104	2	begin	begin	VERB
ejde-197	104	3	by	by	ADP
ejde-197	104	4	defining	define	VERB
ejde-197	104	5	a	a	DET
ejde-197	104	6	markov	markov	NOUN
ejde-197	104	7	process	process	NOUN
ejde-197	104	8	.	.	PUNCT
ejde-197	105	1	definition	definition	NOUN
ejde-197	105	2	2.6	2.6	NUM
ejde-197	105	3	.	.	PUNCT
ejde-197	106	1	a	a	DET
ejde-197	106	2	markov	markov	NOUN
ejde-197	106	3	process	process	NOUN
ejde-197	106	4	,	,	PUNCT
ejde-197	106	5	also	also	ADV
ejde-197	106	6	known	know	VERB
ejde-197	106	7	as	as	ADP
ejde-197	106	8	a	a	DET
ejde-197	106	9	markov	markov	NOUN
ejde-197	106	10	chain	chain	NOUN
ejde-197	106	11	,	,	PUNCT
ejde-197	106	12	is	be	AUX
ejde-197	106	13	a	a	DET
ejde-197	106	14	stochastic	stochastic	ADJ
ejde-197	106	15	process	process	NOUN
ejde-197	106	16	that	that	PRON
ejde-197	106	17	has	have	VERB
ejde-197	106	18	the	the	DET
ejde-197	106	19	markov	markov	NOUN
ejde-197	106	20	property	property	NOUN
ejde-197	106	21	,	,	PUNCT
ejde-197	106	22	which	which	PRON
ejde-197	106	23	means	mean	VERB
ejde-197	106	24	that	that	SCONJ
ejde-197	106	25	the	the	DET
ejde-197	106	26	future	future	ADJ
ejde-197	106	27	state	state	NOUN
ejde-197	106	28	of	of	ADP
ejde-197	106	29	the	the	DET
ejde-197	106	30	process	process	NOUN
ejde-197	106	31	depends	depend	VERB
ejde-197	106	32	only	only	ADV
ejde-197	106	33	on	on	ADP
ejde-197	106	34	its	its	PRON
ejde-197	106	35	present	present	ADJ
ejde-197	106	36	state	state	NOUN
ejde-197	106	37	and	and	CCONJ
ejde-197	106	38	not	not	PART
ejde-197	106	39	on	on	ADP
ejde-197	106	40	its	its	PRON
ejde-197	106	41	past	past	ADJ
ejde-197	106	42	states	state	NOUN
ejde-197	106	43	.	.	PUNCT
ejde-197	107	1	in	in	ADP
ejde-197	107	2	other	other	ADJ
ejde-197	107	3	words	word	NOUN
ejde-197	107	4	,	,	PUNCT
ejde-197	107	5	given	give	VERB
ejde-197	107	6	the	the	DET
ejde-197	107	7	present	present	ADJ
ejde-197	107	8	state	state	NOUN
ejde-197	107	9	,	,	PUNCT
ejde-197	107	10	the	the	DET
ejde-197	107	11	probability	probability	NOUN
ejde-197	107	12	of	of	ADP
ejde-197	107	13	moving	move	VERB
ejde-197	107	14	to	to	ADP
ejde-197	107	15	any	any	DET
ejde-197	107	16	future	future	ADJ
ejde-197	107	17	state	state	NOUN
ejde-197	107	18	is	be	AUX
ejde-197	107	19	independent	independent	ADJ
ejde-197	107	20	of	of	ADP
ejde-197	107	21	how	how	SCONJ
ejde-197	107	22	the	the	DET
ejde-197	107	23	process	process	NOUN
ejde-197	107	24	arrived	arrive	VERB
ejde-197	107	25	at	at	ADP
ejde-197	107	26	its	its	PRON
ejde-197	107	27	present	present	ADJ
ejde-197	107	28	state	state	NOUN
ejde-197	107	29	.	.	PUNCT
ejde-197	108	1	the	the	DET
ejde-197	108	2	gaussian	gaussian	ADJ
ejde-197	108	3	ou	ou	NOUN
ejde-197	108	4	process	process	NOUN
ejde-197	108	5	is	be	AUX
ejde-197	108	6	the	the	DET
ejde-197	108	7	solution	solution	NOUN
ejde-197	108	8	to	to	ADP
ejde-197	108	9	the	the	DET
ejde-197	108	10	stochastic	stochastic	ADJ
ejde-197	108	11	differential	differential	NOUN
ejde-197	108	12	equation	equation	NOUN
ejde-197	108	13	dxt	dxt	PROPN
ejde-197	108	14	=	=	PUNCT
ejde-197	108	15	λ(m−xt)dt+	λ(m−xt)dt+	NOUN
ejde-197	108	16	αdbt	αdbt	NOUN
ejde-197	108	17	,	,	PUNCT
ejde-197	108	18	t	t	X
ejde-197	108	19	>	>	X
ejde-197	108	20	0	0	NUM
ejde-197	108	21	,	,	PUNCT
ejde-197	108	22	(	(	PUNCT
ejde-197	108	23	2.6	2.6	NUM
ejde-197	108	24	)	)	PUNCT
ejde-197	108	25	where	where	SCONJ
ejde-197	108	26	λ	λ	NOUN
ejde-197	108	27	,	,	PUNCT
ejde-197	108	28	m	m	PROPN
ejde-197	108	29	,	,	PUNCT
ejde-197	108	30	and	and	CCONJ
ejde-197	108	31	α	α	PRON
ejde-197	108	32	are	be	AUX
ejde-197	108	33	real	real	ADJ
ejde-197	108	34	constants	constant	NOUN
ejde-197	108	35	and	and	CCONJ
ejde-197	108	36	bt	bt	NOUN
ejde-197	108	37	is	be	AUX
ejde-197	108	38	a	a	DET
ejde-197	108	39	standard	standard	ADJ
ejde-197	108	40	brownian	brownian	ADJ
ejde-197	108	41	motion	motion	NOUN
ejde-197	108	42	on	on	ADP
ejde-197	108	43	r.	r.	PROPN
ejde-197	108	44	the	the	DET
ejde-197	108	45	initial	initial	ADJ
ejde-197	108	46	value	value	NOUN
ejde-197	108	47	x0	x0	PROPN
ejde-197	108	48	is	be	AUX
ejde-197	108	49	a	a	DET
ejde-197	108	50	random	random	ADJ
ejde-197	108	51	variable	variable	ADJ
ejde-197	108	52	independent	independent	NOUN
ejde-197	108	53	of	of	ADP
ejde-197	108	54	(	(	PUNCT
ejde-197	108	55	bt)t≥0	bt)t≥0	NOUN
ejde-197	108	56	.	.	PUNCT
ejde-197	109	1	we	we	PRON
ejde-197	109	2	can	can	AUX
ejde-197	109	3	show	show	VERB
ejde-197	109	4	that	that	SCONJ
ejde-197	109	5	the	the	DET
ejde-197	109	6	stochastic	stochastic	ADJ
ejde-197	109	7	integral	integral	ADJ
ejde-197	109	8	xt	xt	X
ejde-197	109	9	=	=	SYM
ejde-197	109	10	m(1−	m(1−	PROPN
ejde-197	109	11	e−λt	e−λt	PROPN
ejde-197	109	12	)	)	PUNCT
ejde-197	110	1	+	+	CCONJ
ejde-197	110	2	α−λt	α−λt	PROPN
ejde-197	110	3	∫	∫	PROPN
ejde-197	110	4	t	t	PROPN
ejde-197	110	5	0	0	NUM
ejde-197	110	6	eλsdbs	eλsdbs	PROPN
ejde-197	110	7	+	+	PROPN
ejde-197	110	8	x0e	x0e	PROPN
ejde-197	110	9	−λt	−λt	PROPN
ejde-197	110	10	,	,	PUNCT
ejde-197	110	11	t	t	PROPN
ejde-197	110	12	≥	≥	NUM
ejde-197	110	13	0	0	NUM
ejde-197	110	14	,	,	PUNCT
ejde-197	110	15	(	(	PUNCT
ejde-197	110	16	2.7	2.7	NUM
ejde-197	110	17	)	)	PUNCT
ejde-197	110	18	satisfies	satisfie	NOUN
ejde-197	110	19	(	(	PUNCT
ejde-197	110	20	2.6	2.6	NUM
ejde-197	110	21	)	)	PUNCT
ejde-197	110	22	for	for	ADP
ejde-197	110	23	any	any	DET
ejde-197	110	24	λ	λ	PROPN
ejde-197	110	25	,	,	PUNCT
ejde-197	110	26	m	m	PROPN
ejde-197	110	27	,	,	PUNCT
ejde-197	110	28	α	α	NOUN
ejde-197	110	29	and	and	CCONJ
ejde-197	110	30	choice	choice	NOUN
ejde-197	110	31	of	of	ADP
ejde-197	110	32	x0	x0	PROPN
ejde-197	110	33	.	.	PUNCT
ejde-197	111	1	the	the	DET
ejde-197	111	2	solution	solution	NOUN
ejde-197	111	3	x	x	PUNCT
ejde-197	111	4	as	as	SCONJ
ejde-197	111	5	defined	define	VERB
ejde-197	111	6	in	in	ADP
ejde-197	111	7	equation	equation	NOUN
ejde-197	111	8	(	(	PUNCT
ejde-197	111	9	2.7	2.7	NUM
ejde-197	111	10	)	)	PUNCT
ejde-197	111	11	is	be	AUX
ejde-197	111	12	the	the	DET
ejde-197	111	13	unique	unique	ADJ
ejde-197	111	14	,	,	PUNCT
ejde-197	111	15	strong	strong	ADJ
ejde-197	111	16	markov	markov	NOUN
ejde-197	111	17	solution	solution	NOUN
ejde-197	111	18	to	to	ADP
ejde-197	111	19	(	(	PUNCT
ejde-197	111	20	2.6	2.6	NUM
ejde-197	111	21	)	)	PUNCT
ejde-197	111	22	see	see	VERB
ejde-197	111	23	[	[	X
ejde-197	111	24	27	27	NUM
ejde-197	111	25	]	]	PUNCT
ejde-197	111	26	.	.	PUNCT
ejde-197	112	1	as	as	SCONJ
ejde-197	112	2	stated	state	VERB
ejde-197	112	3	earlier	early	ADV
ejde-197	112	4	,	,	PUNCT
ejde-197	112	5	empirical	empirical	ADJ
ejde-197	112	6	results	result	NOUN
ejde-197	112	7	have	have	AUX
ejde-197	112	8	shown	show	VERB
ejde-197	112	9	that	that	SCONJ
ejde-197	112	10	many	many	ADJ
ejde-197	112	11	financial	financial	ADJ
ejde-197	112	12	stock	stock	NOUN
ejde-197	112	13	indexes	index	NOUN
ejde-197	112	14	deviate	deviate	VERB
ejde-197	112	15	from	from	ADP
ejde-197	112	16	normalcy	normalcy	NOUN
ejde-197	112	17	.	.	PUNCT
ejde-197	113	1	hence	hence	ADV
ejde-197	113	2	,	,	PUNCT
ejde-197	113	3	modeling	model	VERB
ejde-197	113	4	with	with	ADP
ejde-197	113	5	the	the	DET
ejde-197	113	6	ordinary	ordinary	ADJ
ejde-197	113	7	gaussian	gaussian	NOUN
ejde-197	113	8	ou	ou	NOUN
ejde-197	113	9	may	may	AUX
ejde-197	113	10	result	result	VERB
ejde-197	113	11	in	in	ADP
ejde-197	113	12	poor	poor	ADJ
ejde-197	113	13	forecasts	forecast	NOUN
ejde-197	113	14	.	.	PUNCT
ejde-197	114	1	a	a	DET
ejde-197	114	2	modification	modification	NOUN
ejde-197	114	3	of	of	ADP
ejde-197	114	4	the	the	DET
ejde-197	114	5	gaussian	gaussian	NOUN
ejde-197	114	6	ou	ou	NOUN
ejde-197	114	7	model	model	NOUN
ejde-197	114	8	through	through	ADP
ejde-197	114	9	replacing	replace	VERB
ejde-197	114	10	the	the	DET
ejde-197	114	11	weiner	weiner	NOUN
ejde-197	114	12	process	process	NOUN
ejde-197	114	13	in	in	ADP
ejde-197	114	14	(	(	PUNCT
ejde-197	114	15	2.6	2.6	NUM
ejde-197	114	16	)	)	PUNCT
ejde-197	114	17	with	with	ADP
ejde-197	114	18	a	a	DET
ejde-197	114	19	lévy	lévy	NUM
ejde-197	114	20	process	process	NOUN
ejde-197	114	21	has	have	AUX
ejde-197	114	22	been	be	AUX
ejde-197	114	23	developed	develop	VERB
ejde-197	114	24	and	and	CCONJ
ejde-197	114	25	applied	apply	VERB
ejde-197	114	26	in	in	ADP
ejde-197	114	27	ejde-2023	ejde-2023	ADJ
ejde-197	114	28	/	/	SYM
ejde-197	114	29	si/02	si/02	PROPN
ejde-197	114	30	ornstein	ornstein	PROPN
ejde-197	114	31	-	-	PUNCT
ejde-197	114	32	uhlenbeck	uhlenbeck	PROPN
ejde-197	114	33	model	model	NOUN
ejde-197	114	34	197	197	NUM
ejde-197	114	35	various	various	ADJ
ejde-197	114	36	literature	literature	NOUN
ejde-197	114	37	.	.	PUNCT
ejde-197	115	1	to	to	PART
ejde-197	115	2	define	define	VERB
ejde-197	115	3	the	the	DET
ejde-197	115	4	lévy	lévy	NUM
ejde-197	115	5	ou	ou	NOUN
ejde-197	115	6	process	process	NOUN
ejde-197	115	7	,	,	PUNCT
ejde-197	115	8	let	let	VERB
ejde-197	115	9	(	(	PUNCT
ejde-197	115	10	ε	ε	PROPN
ejde-197	115	11	,	,	PUNCT
ejde-197	115	12	η	η	NOUN
ejde-197	115	13	)	)	PUNCT
ejde-197	115	14	be	be	AUX
ejde-197	115	15	a	a	DET
ejde-197	115	16	bivariate	bivariate	ADJ
ejde-197	115	17	lévy	lévy	NOUN
ejde-197	115	18	process	process	NOUN
ejde-197	115	19	and	and	CCONJ
ejde-197	115	20	define	define	VERB
ejde-197	115	21	xt	xt	NOUN
ejde-197	115	22	=	=	SYM
ejde-197	115	23	m(1−	m(1−	PROPN
ejde-197	115	24	e−εt	e−εt	PROPN
ejde-197	115	25	)	)	PUNCT
ejde-197	116	1	+	+	CCONJ
ejde-197	117	1	e−εt	e−εt	PROPN
ejde-197	117	2	∫	∫	PROPN
ejde-197	117	3	t	t	PROPN
ejde-197	117	4	0	0	NUM
ejde-197	117	5	e−εsdηs	e−εsdηs	PROPN
ejde-197	118	1	+	+	PROPN
ejde-197	118	2	x0e	x0e	PROPN
ejde-197	118	3	−εt	−εt	PROPN
ejde-197	118	4	,	,	PUNCT
ejde-197	118	5	t	t	PROPN
ejde-197	118	6	≥	≥	PROPN
ejde-197	118	7	0	0	NUM
ejde-197	118	8	,	,	PUNCT
ejde-197	118	9	(	(	PUNCT
ejde-197	118	10	2.8	2.8	NUM
ejde-197	118	11	)	)	PUNCT
ejde-197	118	12	where	where	SCONJ
ejde-197	118	13	x0	x0	PROPN
ejde-197	118	14	is	be	AUX
ejde-197	118	15	independent	independent	ADJ
ejde-197	118	16	of	of	ADP
ejde-197	118	17	(	(	PUNCT
ejde-197	118	18	εt	εt	PROPN
ejde-197	118	19	,	,	PUNCT
ejde-197	118	20	ηt)t≥0	ηt)t≥0	NOUN
ejde-197	118	21	and	and	CCONJ
ejde-197	118	22	assumed	assume	VERB
ejde-197	118	23	f0	f0	PROPN
ejde-197	118	24	−	−	PROPN
ejde-197	118	25	measurable	measurable	NOUN
ejde-197	118	26	.	.	PUNCT
ejde-197	119	1	equation	equation	NOUN
ejde-197	119	2	(	(	PUNCT
ejde-197	119	3	2.8	2.8	NUM
ejde-197	119	4	)	)	PUNCT
ejde-197	119	5	is	be	AUX
ejde-197	119	6	the	the	DET
ejde-197	119	7	generalized	generalize	VERB
ejde-197	119	8	ou	ou	NOUN
ejde-197	119	9	model	model	NOUN
ejde-197	119	10	(	(	PUNCT
ejde-197	119	11	gou	gou	PROPN
ejde-197	119	12	)	)	PUNCT
ejde-197	119	13	and	and	CCONJ
ejde-197	119	14	seems	seem	VERB
ejde-197	119	15	to	to	PART
ejde-197	119	16	have	have	AUX
ejde-197	119	17	been	be	AUX
ejde-197	119	18	first	first	ADV
ejde-197	119	19	considered	consider	VERB
ejde-197	119	20	by	by	ADP
ejde-197	119	21	carmona	carmona	PROPN
ejde-197	119	22	,	,	PUNCT
ejde-197	119	23	petit	petit	NOUN
ejde-197	119	24	,	,	PUNCT
ejde-197	119	25	and	and	CCONJ
ejde-197	119	26	yor	yor	INTJ
ejde-197	119	27	(	(	PUNCT
ejde-197	119	28	1997	1997	NUM
ejde-197	119	29	)	)	PUNCT
ejde-197	119	30	as	as	ADV
ejde-197	119	31	well	well	ADV
ejde-197	119	32	as	as	ADP
ejde-197	119	33	being	be	AUX
ejde-197	119	34	implicit	implicit	ADJ
ejde-197	119	35	in	in	ADP
ejde-197	119	36	haan	haan	PROPN
ejde-197	119	37	and	and	CCONJ
ejde-197	119	38	karandukar	karandukar	NOUN
ejde-197	119	39	(	(	PUNCT
ejde-197	119	40	1989	1989	NUM
ejde-197	119	41	)	)	PUNCT
ejde-197	120	1	[	[	X
ejde-197	120	2	27	27	NUM
ejde-197	120	3	,	,	PUNCT
ejde-197	120	4	9	9	NUM
ejde-197	120	5	,	,	PUNCT
ejde-197	120	6	10	10	NUM
ejde-197	120	7	]	]	PUNCT
ejde-197	120	8	.	.	PUNCT
ejde-197	121	1	now	now	ADV
ejde-197	121	2	,	,	PUNCT
ejde-197	121	3	from	from	ADP
ejde-197	121	4	equation	equation	NOUN
ejde-197	121	5	2.7	2.7	NUM
ejde-197	121	6	,	,	PUNCT
ejde-197	121	7	we	we	PRON
ejde-197	121	8	set	set	VERB
ejde-197	121	9	m	m	PROPN
ejde-197	121	10	=	=	SYM
ejde-197	121	11	0	0	NUM
ejde-197	121	12	,	,	PUNCT
ejde-197	121	13	α	α	NOUN
ejde-197	121	14	=	=	SYM
ejde-197	121	15	1	1	NUM
ejde-197	121	16	and	and	CCONJ
ejde-197	121	17	replace	replace	VERB
ejde-197	121	18	bt	bt	NOUN
ejde-197	121	19	with	with	ADP
ejde-197	121	20	a	a	DET
ejde-197	121	21	lévy	lévy	NUM
ejde-197	121	22	process	process	NOUN
ejde-197	121	23	zλt	zλt	NUM
ejde-197	121	24	to	to	PART
ejde-197	121	25	get	get	VERB
ejde-197	121	26	the	the	DET
ejde-197	121	27	sde	sde	PROPN
ejde-197	121	28	dxt	dxt	PROPN
ejde-197	121	29	=	=	PROPN
ejde-197	121	30	−λxtdt+	−λxtdt+	NOUN
ejde-197	121	31	dzλt	dzλt	VERB
ejde-197	121	32	,	,	PUNCT
ejde-197	121	33	x0	x0	PROPN
ejde-197	121	34	>	>	X
ejde-197	121	35	0	0	PROPN
ejde-197	121	36	,	,	PUNCT
ejde-197	121	37	λ	λ	PROPN
ejde-197	121	38	∈	∈	NOUN
ejde-197	121	39	r+	r+	X
ejde-197	121	40	.	.	PUNCT
ejde-197	122	1	(	(	PUNCT
ejde-197	122	2	2.9	2.9	NUM
ejde-197	122	3	)	)	PUNCT
ejde-197	122	4	the	the	DET
ejde-197	122	5	ou	ou	NOUN
ejde-197	122	6	process	process	NOUN
ejde-197	122	7	below	below	ADV
ejde-197	122	8	is	be	AUX
ejde-197	122	9	the	the	DET
ejde-197	122	10	solution	solution	NOUN
ejde-197	122	11	for	for	ADP
ejde-197	122	12	equation	equation	NOUN
ejde-197	122	13	(	(	PUNCT
ejde-197	122	14	2.9	2.9	NUM
ejde-197	122	15	):	):	PUNCT
ejde-197	122	16	xt	xt	PROPN
ejde-197	123	1	=	=	PUNCT
ejde-197	123	2	e−λtx0	e−λtx0	PROPN
ejde-197	124	1	+	+	CCONJ
ejde-197	124	2	∫	∫	PROPN
ejde-197	124	3	t	t	PROPN
ejde-197	124	4	0	0	NUM
ejde-197	124	5	e−λ(t−s)dzλs	e−λ(t−s)dzλs	PROPN
ejde-197	124	6	.	.	PUNCT
ejde-197	125	1	(	(	PUNCT
ejde-197	125	2	2.10	2.10	NUM
ejde-197	125	3	)	)	PUNCT
ejde-197	125	4	2.5	2.5	NUM
ejde-197	125	5	.	.	PUNCT
ejde-197	126	1	superposed	superpose	VERB
ejde-197	126	2	ornstein	ornstein	PROPN
ejde-197	126	3	-	-	PUNCT
ejde-197	126	4	uhlenbeck	uhlenbeck	PROPN
ejde-197	126	5	model	model	NOUN
ejde-197	126	6	.	.	PUNCT
ejde-197	127	1	the	the	DET
ejde-197	127	2	ou	ou	NOUN
ejde-197	127	3	process	process	NOUN
ejde-197	127	4	in	in	ADP
ejde-197	127	5	(	(	PUNCT
ejde-197	127	6	2.10	2.10	NUM
ejde-197	127	7	)	)	PUNCT
ejde-197	127	8	is	be	AUX
ejde-197	127	9	redefined	redefine	VERB
ejde-197	127	10	as	as	ADP
ejde-197	127	11	a	a	DET
ejde-197	127	12	sum	sum	NOUN
ejde-197	127	13	of	of	ADP
ejde-197	127	14	m	m	PROPN
ejde-197	127	15	independent	independent	ADJ
ejde-197	127	16	ornstein	ornstein	PROPN
ejde-197	127	17	-	-	PUNCT
ejde-197	127	18	uhlenbeck	uhlenbeck	PROPN
ejde-197	127	19	processes	process	NOUN
ejde-197	127	20	[	[	X
ejde-197	127	21	33	33	NUM
ejde-197	127	22	,	,	PUNCT
ejde-197	127	23	15	15	NUM
ejde-197	127	24	,	,	PUNCT
ejde-197	127	25	36	36	NUM
ejde-197	127	26	]	]	PUNCT
ejde-197	127	27	as	as	ADP
ejde-197	127	28	xt	xt	X
ejde-197	127	29	=	=	SYM
ejde-197	128	1	m∑	m∑	CCONJ
ejde-197	128	2	i=1	i=1	PROPN
ejde-197	128	3	wie	wie	PROPN
ejde-197	128	4	−λitx0	−λitx0	PROPN
ejde-197	129	1	+	+	CCONJ
ejde-197	129	2	∫	∫	PROPN
ejde-197	129	3	t	t	PROPN
ejde-197	129	4	0	0	NUM
ejde-197	129	5	m∑	m∑	CCONJ
ejde-197	129	6	i=1	i=1	PROPN
ejde-197	129	7	wie	wie	PROPN
ejde-197	129	8	−λi(t−s)dzλis	−λi(t−s)dzλis	PROPN
ejde-197	129	9	,	,	PUNCT
ejde-197	129	10	(	(	PUNCT
ejde-197	129	11	2.11	2.11	NUM
ejde-197	129	12	)	)	PUNCT
ejde-197	129	13	where	where	SCONJ
ejde-197	129	14	∑m	∑m	PROPN
ejde-197	129	15	i=1	i=1	PROPN
ejde-197	129	16	wi	wi	PROPN
ejde-197	129	17	=	=	SYM
ejde-197	129	18	1	1	X
ejde-197	129	19	.	.	X
ejde-197	130	1	for	for	ADP
ejde-197	130	2	the	the	DET
ejde-197	130	3	purpose	purpose	NOUN
ejde-197	130	4	of	of	ADP
ejde-197	130	5	this	this	DET
ejde-197	130	6	work	work	NOUN
ejde-197	130	7	,	,	PUNCT
ejde-197	130	8	we	we	PRON
ejde-197	130	9	consider	consider	VERB
ejde-197	130	10	a	a	DET
ejde-197	130	11	3	3	NUM
ejde-197	130	12	-	-	PUNCT
ejde-197	130	13	component	component	NOUN
ejde-197	130	14	model	model	NOUN
ejde-197	130	15	of	of	ADP
ejde-197	130	16	(	(	PUNCT
ejde-197	130	17	2.11	2.11	NUM
ejde-197	130	18	)	)	PUNCT
ejde-197	130	19	which	which	PRON
ejde-197	130	20	results	result	VERB
ejde-197	130	21	in	in	ADP
ejde-197	130	22	xt	xt	NOUN
ejde-197	130	23	=	=	NOUN
ejde-197	130	24	w1xt1	w1xt1	NOUN
ejde-197	130	25	+	+	CCONJ
ejde-197	130	26	w2xt2	w2xt2	NOUN
ejde-197	130	27	+	+	CCONJ
ejde-197	130	28	w3xt3	w3xt3	NOUN
ejde-197	130	29	,	,	PUNCT
ejde-197	130	30	with	with	ADP
ejde-197	130	31	∑	∑	PROPN
ejde-197	130	32	i	i	PRON
ejde-197	130	33	wi	wi	PROPN
ejde-197	130	34	≈	≈	PROPN
ejde-197	130	35	1	1	NUM
ejde-197	130	36	.	.	NOUN
ejde-197	130	37	3	3	NUM
ejde-197	130	38	.	.	X
ejde-197	130	39	parameter	parameter	NOUN
ejde-197	130	40	estimation	estimation	NOUN
ejde-197	130	41	this	this	DET
ejde-197	130	42	section	section	NOUN
ejde-197	130	43	presents	present	VERB
ejde-197	130	44	the	the	DET
ejde-197	130	45	estimation	estimation	NOUN
ejde-197	130	46	method	method	NOUN
ejde-197	130	47	for	for	ADP
ejde-197	130	48	the	the	DET
ejde-197	130	49	λ	λ	PROPN
ejde-197	130	50	parameters	parameter	NOUN
ejde-197	130	51	and	and	CCONJ
ejde-197	130	52	the	the	DET
ejde-197	130	53	weights	weight	NOUN
ejde-197	130	54	for	for	ADP
ejde-197	130	55	the	the	DET
ejde-197	130	56	3	3	NUM
ejde-197	130	57	-	-	PUNCT
ejde-197	130	58	component	component	NOUN
ejde-197	130	59	superposed	superpose	VERB
ejde-197	130	60	ornstein	ornstein	PROPN
ejde-197	130	61	-	-	PUNCT
ejde-197	130	62	uhlenbeck	uhlenbeck	PROPN
ejde-197	130	63	model	model	PROPN
ejde-197	130	64	.	.	PUNCT
ejde-197	131	1	with	with	ADP
ejde-197	131	2	our	our	PRON
ejde-197	131	3	data	datum	NOUN
ejde-197	131	4	,	,	PUNCT
ejde-197	131	5	we	we	PRON
ejde-197	131	6	apply	apply	VERB
ejde-197	131	7	an	an	DET
ejde-197	131	8	iterative	iterative	NOUN
ejde-197	131	9	approach	approach	NOUN
ejde-197	131	10	in	in	ADP
ejde-197	131	11	estimating	estimate	VERB
ejde-197	131	12	the	the	DET
ejde-197	131	13	λ	λ	PROPN
ejde-197	131	14	values	value	NOUN
ejde-197	131	15	at	at	ADP
ejde-197	131	16	different	different	ADJ
ejde-197	131	17	lags	lag	NOUN
ejde-197	131	18	of	of	ADP
ejde-197	131	19	the	the	DET
ejde-197	131	20	autocorrelation	autocorrelation	NOUN
ejde-197	131	21	function	function	NOUN
ejde-197	131	22	.	.	PUNCT
ejde-197	132	1	we	we	PRON
ejde-197	132	2	then	then	ADV
ejde-197	132	3	derive	derive	VERB
ejde-197	132	4	a	a	DET
ejde-197	132	5	matrix	matrix	NOUN
ejde-197	132	6	system	system	NOUN
ejde-197	132	7	that	that	PRON
ejde-197	132	8	uses	use	VERB
ejde-197	132	9	the	the	DET
ejde-197	132	10	autocorrelation	autocorrelation	NOUN
ejde-197	132	11	function	function	NOUN
ejde-197	132	12	and	and	CCONJ
ejde-197	132	13	estimated	estimate	VERB
ejde-197	132	14	λi	λi	ADP
ejde-197	132	15	values	value	NOUN
ejde-197	132	16	to	to	PART
ejde-197	132	17	determine	determine	VERB
ejde-197	132	18	the	the	DET
ejde-197	132	19	weights	weight	NOUN
ejde-197	132	20	(	(	PUNCT
ejde-197	132	21	wi	wi	PROPN
ejde-197	132	22	)	)	PUNCT
ejde-197	132	23	.	.	PUNCT
ejde-197	133	1	3.1	3.1	NUM
ejde-197	133	2	.	.	PUNCT
ejde-197	134	1	the	the	DET
ejde-197	134	2	3	3	NUM
ejde-197	134	3	-	-	PUNCT
ejde-197	134	4	component	component	NOUN
ejde-197	134	5	model	model	NOUN
ejde-197	134	6	.	.	PUNCT
ejde-197	135	1	we	we	PRON
ejde-197	135	2	recall	recall	VERB
ejde-197	135	3	that	that	SCONJ
ejde-197	135	4	the	the	DET
ejde-197	135	5	autocorrelation	autocorrelation	NOUN
ejde-197	135	6	function	function	NOUN
ejde-197	135	7	analyzes	analyze	VERB
ejde-197	135	8	the	the	DET
ejde-197	135	9	similarity	similarity	NOUN
ejde-197	135	10	between	between	ADP
ejde-197	135	11	a	a	DET
ejde-197	135	12	time	time	NOUN
ejde-197	135	13	series	series	NOUN
ejde-197	135	14	and	and	CCONJ
ejde-197	135	15	a	a	DET
ejde-197	135	16	lagged	lag	VERB
ejde-197	135	17	version	version	NOUN
ejde-197	135	18	of	of	ADP
ejde-197	135	19	itself	itself	PRON
ejde-197	135	20	,	,	PUNCT
ejde-197	135	21	see	see	VERB
ejde-197	135	22	[	[	X
ejde-197	135	23	5	5	NUM
ejde-197	135	24	]	]	PUNCT
ejde-197	135	25	.	.	PUNCT
ejde-197	136	1	we	we	PRON
ejde-197	136	2	consider	consider	VERB
ejde-197	136	3	the	the	DET
ejde-197	136	4	autocorrelation	autocorrelation	NOUN
ejde-197	136	5	function	function	NOUN
ejde-197	136	6	at	at	ADP
ejde-197	136	7	lags	lag	NOUN
ejde-197	136	8	k	k	PROPN
ejde-197	136	9	,	,	PUNCT
ejde-197	136	10	k	k	PROPN
ejde-197	137	1	+	+	CCONJ
ejde-197	137	2	h1	h1	PROPN
ejde-197	137	3	and	and	CCONJ
ejde-197	137	4	k	k	PROPN
ejde-197	137	5	+	+	CCONJ
ejde-197	137	6	h2	h2	NOUN
ejde-197	137	7	:	:	PUNCT
ejde-197	137	8	ρ(k	ρ(k	NUM
ejde-197	137	9	)	)	PUNCT
ejde-197	138	1	=	=	PRON
ejde-197	138	2	w1e	w1e	X
ejde-197	138	3	−λ1|k|	−λ1|k|	X
ejde-197	138	4	+	+	CCONJ
ejde-197	138	5	w2e	w2e	PROPN
ejde-197	138	6	−λ2|k|	−λ2|k|	PRON
ejde-197	138	7	+	+	NUM
ejde-197	138	8	w3e	w3e	PROPN
ejde-197	138	9	−λ3|k|	−λ3|k|	PUNCT
ejde-197	138	10	ρ(k	ρ(k	PROPN
ejde-197	138	11	+	+	CCONJ
ejde-197	138	12	h1	h1	PROPN
ejde-197	138	13	)	)	PUNCT
ejde-197	138	14	=	=	PUNCT
ejde-197	139	1	w1e	w1e	PROPN
ejde-197	139	2	−λ1|k+h1|	−λ1|k+h1|	PROPN
ejde-197	139	3	+	+	NUM
ejde-197	139	4	w2e	w2e	PROPN
ejde-197	139	5	−λ2|k+h1|	−λ2|k+h1|	PROPN
ejde-197	139	6	+	+	NUM
ejde-197	139	7	w3e	w3e	PROPN
ejde-197	139	8	−λ3|k+h1|	−λ3|k+h1|	PROPN
ejde-197	139	9	ρ(k	ρ(k	PROPN
ejde-197	139	10	+	+	NUM
ejde-197	139	11	h2	h2	NOUN
ejde-197	139	12	)	)	PUNCT
ejde-197	139	13	=	=	PRON
ejde-197	139	14	w1e	w1e	PROPN
ejde-197	139	15	−λ1|k+h1|	−λ1|k+h1|	PROPN
ejde-197	139	16	+	+	NUM
ejde-197	139	17	w2e	w2e	PROPN
ejde-197	139	18	−λ2|k+h1|	−λ2|k+h1|	PROPN
ejde-197	139	19	+	+	NUM
ejde-197	139	20	w3e	w3e	PROPN
ejde-197	139	21	−λ3|k+h2|	−λ3|k+h2|	PROPN
ejde-197	139	22	(	(	PUNCT
ejde-197	139	23	3.1	3.1	NUM
ejde-197	139	24	)	)	PUNCT
ejde-197	139	25	assume	assume	VERB
ejde-197	139	26	λ1	λ1	ADJ
ejde-197	139	27	=	=	SYM
ejde-197	139	28	λ2	λ2	PROPN
ejde-197	139	29	=	=	SYM
ejde-197	139	30	λ3	λ3	PROPN
ejde-197	139	31	,	,	PUNCT
ejde-197	139	32	then	then	ADV
ejde-197	139	33	from	from	ADP
ejde-197	139	34	the	the	DET
ejde-197	139	35	first	first	ADJ
ejde-197	139	36	expression	expression	NOUN
ejde-197	139	37	in	in	ADP
ejde-197	139	38	equation	equation	NOUN
ejde-197	139	39	(	(	PUNCT
ejde-197	139	40	3.1	3.1	NUM
ejde-197	139	41	)	)	PUNCT
ejde-197	139	42	ρ(k	ρ(k	PROPN
ejde-197	139	43	)	)	PUNCT
ejde-197	140	1	=	=	SYM
ejde-197	140	2	(	(	PUNCT
ejde-197	140	3	w1	w1	NOUN
ejde-197	140	4	+	+	CCONJ
ejde-197	140	5	w2	w2	NOUN
ejde-197	140	6	+	+	CCONJ
ejde-197	140	7	w3)e−λ1|k|	w3)e−λ1|k|	PROPN
ejde-197	140	8	(	(	PUNCT
ejde-197	140	9	3.2	3.2	NUM
ejde-197	140	10	)	)	PUNCT
ejde-197	140	11	λ1	λ1	PROPN
ejde-197	140	12	=	=	PUNCT
ejde-197	141	1	−	−	NOUN
ejde-197	141	2	log(ρ(k	log(ρ(k	NOUN
ejde-197	141	3	)	)	PUNCT
ejde-197	141	4	)	)	PUNCT
ejde-197	141	5	|k|	|k|	PROPN
ejde-197	141	6	.	.	PUNCT
ejde-197	142	1	(	(	PUNCT
ejde-197	142	2	3.3	3.3	NUM
ejde-197	142	3	)	)	SYM
ejde-197	142	4	198	198	NUM
ejde-197	142	5	m.	m.	NOUN
ejde-197	142	6	c.	c.	PROPN
ejde-197	142	7	mariani	mariani	PROPN
ejde-197	142	8	,	,	PUNCT
ejde-197	142	9	p.	p.	PROPN
ejde-197	142	10	k.	k.	PROPN
ejde-197	142	11	asante	asante	PROPN
ejde-197	142	12	,	,	PUNCT
ejde-197	142	13	w.	w.	PROPN
ejde-197	142	14	kubin	kubin	PROPN
ejde-197	142	15	,	,	PUNCT
ejde-197	142	16	.	.	PUNCT
ejde-197	142	17	.	.	PUNCT
ejde-197	142	18	.	.	PUNCT
ejde-197	143	1	ejde	ejde	NOUN
ejde-197	143	2	/	/	SYM
ejde-197	143	3	si/02	si/02	PROPN
ejde-197	143	4	from	from	ADP
ejde-197	143	5	the	the	DET
ejde-197	143	6	second	second	ADJ
ejde-197	143	7	expression	expression	NOUN
ejde-197	143	8	in	in	ADP
ejde-197	143	9	equation	equation	NOUN
ejde-197	143	10	(	(	PUNCT
ejde-197	143	11	3.1	3.1	NUM
ejde-197	143	12	)	)	PUNCT
ejde-197	143	13	,	,	PUNCT
ejde-197	143	14	ρ(k	ρ(k	PROPN
ejde-197	143	15	+	+	CCONJ
ejde-197	143	16	h1	h1	PROPN
ejde-197	143	17	)	)	PUNCT
ejde-197	143	18	=	=	SYM
ejde-197	143	19	(	(	PUNCT
ejde-197	143	20	w1	w1	NOUN
ejde-197	143	21	+	+	NOUN
ejde-197	143	22	w2	w2	NOUN
ejde-197	143	23	+	+	CCONJ
ejde-197	143	24	w3)e−λ2|k+h1|	w3)e−λ2|k+h1|	PROPN
ejde-197	143	25	,	,	PUNCT
ejde-197	143	26	(	(	PUNCT
ejde-197	143	27	3.4	3.4	NUM
ejde-197	143	28	)	)	PUNCT
ejde-197	143	29	λ2	λ2	NOUN
ejde-197	143	30	=	=	PUNCT
ejde-197	143	31	−	−	NOUN
ejde-197	143	32	log(ρ(k	log(ρ(k	NOUN
ejde-197	143	33	+	+	CCONJ
ejde-197	143	34	h1	h1	NOUN
ejde-197	143	35	)	)	PUNCT
ejde-197	143	36	)	)	PUNCT
ejde-197	144	1	|k	|k	NOUN
ejde-197	145	1	+	+	CCONJ
ejde-197	145	2	h1|	h1|	PROPN
ejde-197	145	3	.	.	PUNCT
ejde-197	146	1	(	(	PUNCT
ejde-197	146	2	3.5	3.5	NUM
ejde-197	146	3	)	)	PUNCT
ejde-197	146	4	from	from	ADP
ejde-197	146	5	the	the	DET
ejde-197	146	6	third	third	ADJ
ejde-197	146	7	expression	expression	NOUN
ejde-197	146	8	in	in	ADP
ejde-197	146	9	equation	equation	NOUN
ejde-197	146	10	(	(	PUNCT
ejde-197	146	11	3.1	3.1	NUM
ejde-197	146	12	)	)	PUNCT
ejde-197	146	13	,	,	PUNCT
ejde-197	146	14	ρ(k	ρ(k	PROPN
ejde-197	146	15	+	+	CCONJ
ejde-197	146	16	h2	h2	NOUN
ejde-197	146	17	)	)	PUNCT
ejde-197	147	1	=	=	SYM
ejde-197	147	2	(	(	PUNCT
ejde-197	147	3	w1	w1	NOUN
ejde-197	147	4	+	+	NOUN
ejde-197	147	5	w2	w2	NOUN
ejde-197	147	6	+	+	CCONJ
ejde-197	147	7	w3)e−λ3|k+h2|	w3)e−λ3|k+h2|	PROPN
ejde-197	147	8	,	,	PUNCT
ejde-197	147	9	(	(	PUNCT
ejde-197	147	10	3.6	3.6	NUM
ejde-197	147	11	)	)	PUNCT
ejde-197	148	1	λ3	λ3	PROPN
ejde-197	148	2	=	=	SYM
ejde-197	148	3	−	−	ADP
ejde-197	148	4	log(ρ(k	log(ρ(k	NOUN
ejde-197	148	5	+	+	CCONJ
ejde-197	148	6	h2	h2	NOUN
ejde-197	148	7	)	)	PUNCT
ejde-197	148	8	)	)	PUNCT
ejde-197	149	1	|k	|k	NOUN
ejde-197	150	1	+	+	CCONJ
ejde-197	150	2	h2|	h2|	PROPN
ejde-197	150	3	.	.	PUNCT
ejde-197	151	1	(	(	PUNCT
ejde-197	151	2	3.7	3.7	NUM
ejde-197	151	3	)	)	PUNCT
ejde-197	151	4	for	for	ADP
ejde-197	151	5	the	the	DET
ejde-197	151	6	3	3	NUM
ejde-197	151	7	-	-	PUNCT
ejde-197	151	8	component	component	NOUN
ejde-197	151	9	ou	ou	NOUN
ejde-197	151	10	model	model	NOUN
ejde-197	151	11	,	,	PUNCT
ejde-197	151	12	h1	h1	PROPN
ejde-197	151	13	and	and	CCONJ
ejde-197	151	14	h2	h2	NOUN
ejde-197	151	15	are	be	AUX
ejde-197	151	16	shifts	shift	NOUN
ejde-197	151	17	from	from	ADP
ejde-197	151	18	lag	lag	PROPN
ejde-197	151	19	k.	k.	PROPN
ejde-197	151	20	to	to	PART
ejde-197	151	21	solve	solve	VERB
ejde-197	151	22	for	for	ADP
ejde-197	151	23	the	the	DET
ejde-197	151	24	weights	weight	NOUN
ejde-197	151	25	,	,	PUNCT
ejde-197	151	26	we	we	PRON
ejde-197	151	27	construct	construct	VERB
ejde-197	151	28	the	the	DET
ejde-197	151	29	matrix	matrix	NOUN
ejde-197	151	30	equation	equation	NOUN
ejde-197	151	31	from	from	ADP
ejde-197	151	32	(	(	PUNCT
ejde-197	151	33	3.1	3.1	NUM
ejde-197	151	34	)	)	PUNCT
ejde-197	151	35	as	as	SCONJ
ejde-197	151	36	follows	follow	VERB
ejde-197	151	37	:	:	PUNCT
ejde-197	151	38	a	a	DET
ejde-197	151	39	=	=	X
ejde-197	151	40			PROPN
ejde-197	151	41	e−λ1|k|	e−λ1|k|	PROPN
ejde-197	151	42	e−λ2|k|	e−λ2|k|	PROPN
ejde-197	151	43	e−λ3|k|	e−λ3|k|	VERB
ejde-197	151	44	e−λ1|k+h1|	e−λ1|k+h1|	VERB
ejde-197	151	45	e−λ2|k+h1|	e−λ2|k+h1|	NOUN
ejde-197	151	46	e−λ3|k+h1|	e−λ3|k+h1|	NOUN
ejde-197	152	1	e−λ1|k+h2|	e−λ1|k+h2|	PROPN
ejde-197	152	2	e−λ2|k+h2|	e−λ2|k+h2|	PROPN
ejde-197	152	3	e−λ3|k+h2|	e−λ3|k+h2|	NOUN
ejde-197	152	4			PROPN
ejde-197	152	5	,	,	PUNCT
ejde-197	152	6	(	(	PUNCT
ejde-197	152	7	3.8	3.8	NUM
ejde-197	152	8	)	)	PUNCT
ejde-197	152	9	b	b	NOUN
ejde-197	153	1	=	=	SYM
ejde-197	153	2			PROPN
ejde-197	153	3	ρ(k	ρ(k	PROPN
ejde-197	153	4	)	)	PUNCT
ejde-197	153	5	ρ(k	ρ(k	PROPN
ejde-197	153	6	+	+	CCONJ
ejde-197	153	7	h1	h1	PROPN
ejde-197	153	8	)	)	PUNCT
ejde-197	153	9	ρ(k	ρ(k	PROPN
ejde-197	153	10	+	+	CCONJ
ejde-197	153	11	h2	h2	NOUN
ejde-197	153	12	)	)	PUNCT
ejde-197	153	13			PROPN
ejde-197	153	14	,	,	PUNCT
ejde-197	153	15	(	(	PUNCT
ejde-197	153	16	3.9	3.9	NUM
ejde-197	153	17	)	)	PUNCT
ejde-197	153	18	w	w	NOUN
ejde-197	153	19	=	=	SYM
ejde-197	153	20	w1	w1	NOUN
ejde-197	153	21	w2	w2	PROPN
ejde-197	153	22	w3	w3	PROPN
ejde-197	153	23			PROPN
ejde-197	153	24	.	.	PUNCT
ejde-197	154	1	(	(	PUNCT
ejde-197	154	2	3.10	3.10	NUM
ejde-197	154	3	)	)	PUNCT
ejde-197	154	4	from	from	ADP
ejde-197	154	5	equations	equation	NOUN
ejde-197	154	6	(	(	PUNCT
ejde-197	154	7	3.8	3.8	NUM
ejde-197	154	8	)	)	PUNCT
ejde-197	154	9	,	,	PUNCT
ejde-197	154	10	(	(	PUNCT
ejde-197	154	11	3.9	3.9	NUM
ejde-197	154	12	)	)	PUNCT
ejde-197	154	13	,	,	PUNCT
ejde-197	154	14	and	and	CCONJ
ejde-197	154	15	(	(	PUNCT
ejde-197	154	16	3.10	3.10	NUM
ejde-197	154	17	)	)	PUNCT
ejde-197	154	18	,	,	PUNCT
ejde-197	154	19	we	we	PRON
ejde-197	154	20	can	can	AUX
ejde-197	154	21	solve	solve	VERB
ejde-197	154	22	for	for	ADP
ejde-197	154	23	the	the	DET
ejde-197	154	24	weights	weight	NOUN
ejde-197	154	25	as	as	ADP
ejde-197	154	26	:	:	PUNCT
ejde-197	154	27	w	w	X
ejde-197	154	28	=	=	NOUN
ejde-197	154	29	a−1b	a−1b	NOUN
ejde-197	154	30	with	with	ADP
ejde-197	154	31	∑	∑	PROPN
ejde-197	154	32	w	w	PROPN
ejde-197	154	33	≈	≈	PROPN
ejde-197	154	34	1	1	NUM
ejde-197	154	35	and	and	CCONJ
ejde-197	154	36	the	the	DET
ejde-197	154	37	inverse	inverse	NOUN
ejde-197	154	38	of	of	ADP
ejde-197	154	39	a	a	PRON
ejde-197	154	40	,	,	PUNCT
ejde-197	154	41	where	where	SCONJ
ejde-197	154	42	a−1	a−1	PROPN
ejde-197	154	43	exists	exist	VERB
ejde-197	154	44	for	for	ADP
ejde-197	154	45	an	an	DET
ejde-197	154	46	appropriately	appropriately	ADV
ejde-197	154	47	chosen	choose	VERB
ejde-197	154	48	lag	lag	NOUN
ejde-197	154	49	.	.	PUNCT
ejde-197	155	1	3.2	3.2	NUM
ejde-197	155	2	.	.	PUNCT
ejde-197	156	1	ljung	ljung	PROPN
ejde-197	156	2	-	-	PUNCT
ejde-197	156	3	box	box	NOUN
ejde-197	156	4	statistic	statistic	NOUN
ejde-197	156	5	.	.	PUNCT
ejde-197	157	1	we	we	PRON
ejde-197	157	2	state	state	VERB
ejde-197	157	3	the	the	DET
ejde-197	157	4	null	null	NOUN
ejde-197	157	5	(	(	PUNCT
ejde-197	157	6	h0	h0	PROPN
ejde-197	157	7	)	)	PUNCT
ejde-197	157	8	and	and	CCONJ
ejde-197	157	9	alternate	alternate	ADJ
ejde-197	157	10	(	(	PUNCT
ejde-197	157	11	ha	ha	INTJ
ejde-197	157	12	)	)	PUNCT
ejde-197	157	13	hypothesis	hypothesis	NOUN
ejde-197	157	14	of	of	ADP
ejde-197	157	15	the	the	DET
ejde-197	157	16	ljung	ljung	ADJ
ejde-197	157	17	-	-	PUNCT
ejde-197	157	18	box	box	NOUN
ejde-197	157	19	test	test	NOUN
ejde-197	157	20	statistic	statistic	NOUN
ejde-197	157	21	as	as	SCONJ
ejde-197	157	22	follows	follow	VERB
ejde-197	157	23	:	:	PUNCT
ejde-197	157	24	(	(	PUNCT
ejde-197	157	25	h0	h0	PROPN
ejde-197	157	26	)	)	PUNCT
ejde-197	157	27	the	the	DET
ejde-197	157	28	residuals	residual	NOUN
ejde-197	157	29	are	be	AUX
ejde-197	157	30	independently	independently	ADV
ejde-197	157	31	distributed	distribute	VERB
ejde-197	157	32	.	.	PUNCT
ejde-197	158	1	(	(	PUNCT
ejde-197	158	2	ha	ha	INTJ
ejde-197	158	3	)	)	PUNCT
ejde-197	158	4	the	the	DET
ejde-197	158	5	residuals	residual	NOUN
ejde-197	158	6	are	be	AUX
ejde-197	158	7	not	not	PART
ejde-197	158	8	independently	independently	ADV
ejde-197	158	9	distributed	distribute	VERB
ejde-197	158	10	;	;	PUNCT
ejde-197	158	11	they	they	PRON
ejde-197	158	12	exhibit	exhibit	VERB
ejde-197	158	13	serial	serial	ADJ
ejde-197	158	14	correlation	correlation	NOUN
ejde-197	158	15	.	.	PUNCT
ejde-197	159	1	independence	independence	NOUN
ejde-197	159	2	of	of	ADP
ejde-197	159	3	residuals	residual	NOUN
ejde-197	159	4	means	mean	VERB
ejde-197	159	5	that	that	SCONJ
ejde-197	159	6	the	the	DET
ejde-197	159	7	error	error	NOUN
ejde-197	159	8	terms	term	NOUN
ejde-197	159	9	of	of	ADP
ejde-197	159	10	the	the	DET
ejde-197	159	11	dependent	dependent	ADJ
ejde-197	159	12	variable	variable	NOUN
ejde-197	159	13	at	at	ADP
ejde-197	159	14	different	different	ADJ
ejde-197	159	15	time	time	NOUN
ejde-197	159	16	points	point	NOUN
ejde-197	159	17	are	be	AUX
ejde-197	159	18	not	not	PART
ejde-197	159	19	related	relate	VERB
ejde-197	159	20	to	to	ADP
ejde-197	159	21	each	each	DET
ejde-197	159	22	other	other	ADJ
ejde-197	159	23	.	.	PUNCT
ejde-197	160	1	this	this	DET
ejde-197	160	2	assumption	assumption	NOUN
ejde-197	160	3	is	be	AUX
ejde-197	160	4	usually	usually	ADV
ejde-197	160	5	checked	check	VERB
ejde-197	160	6	by	by	ADP
ejde-197	160	7	examining	examine	VERB
ejde-197	160	8	the	the	DET
ejde-197	160	9	autocorrelation	autocorrelation	NOUN
ejde-197	160	10	function	function	NOUN
ejde-197	160	11	(	(	PUNCT
ejde-197	160	12	acf	acf	PROPN
ejde-197	160	13	)	)	PUNCT
ejde-197	160	14	of	of	ADP
ejde-197	160	15	the	the	DET
ejde-197	160	16	residuals	residual	NOUN
ejde-197	160	17	.	.	PUNCT
ejde-197	161	1	if	if	SCONJ
ejde-197	161	2	the	the	DET
ejde-197	161	3	residuals	residual	NOUN
ejde-197	161	4	are	be	AUX
ejde-197	161	5	independent	independent	ADJ
ejde-197	161	6	,	,	PUNCT
ejde-197	161	7	the	the	DET
ejde-197	161	8	acf	acf	NOUN
ejde-197	161	9	will	will	AUX
ejde-197	161	10	be	be	AUX
ejde-197	161	11	close	close	ADJ
ejde-197	161	12	to	to	ADP
ejde-197	161	13	zero	zero	NUM
ejde-197	161	14	for	for	ADP
ejde-197	161	15	all	all	DET
ejde-197	161	16	lags	lag	NOUN
ejde-197	161	17	.	.	PUNCT
ejde-197	162	1	if	if	SCONJ
ejde-197	162	2	the	the	DET
ejde-197	162	3	acf	acf	NOUN
ejde-197	162	4	shows	show	VERB
ejde-197	162	5	significant	significant	ADJ
ejde-197	162	6	values	value	NOUN
ejde-197	162	7	at	at	ADP
ejde-197	162	8	one	one	NUM
ejde-197	162	9	or	or	CCONJ
ejde-197	162	10	more	more	ADJ
ejde-197	162	11	lags	lag	NOUN
ejde-197	162	12	,	,	PUNCT
ejde-197	162	13	it	it	PRON
ejde-197	162	14	indicates	indicate	VERB
ejde-197	162	15	that	that	SCONJ
ejde-197	162	16	the	the	DET
ejde-197	162	17	residuals	residual	NOUN
ejde-197	162	18	are	be	AUX
ejde-197	162	19	not	not	PART
ejde-197	162	20	independent	independent	ADJ
ejde-197	162	21	,	,	PUNCT
ejde-197	162	22	and	and	CCONJ
ejde-197	162	23	some	some	DET
ejde-197	162	24	kind	kind	NOUN
ejde-197	162	25	of	of	ADP
ejde-197	162	26	correlation	correlation	NOUN
ejde-197	162	27	exists	exist	VERB
ejde-197	162	28	.	.	PUNCT
ejde-197	163	1	hence	hence	ADV
ejde-197	163	2	,	,	PUNCT
ejde-197	163	3	the	the	DET
ejde-197	163	4	goal	goal	NOUN
ejde-197	163	5	of	of	ADP
ejde-197	163	6	the	the	DET
ejde-197	163	7	ljung	ljung	ADJ
ejde-197	163	8	-	-	PUNCT
ejde-197	163	9	box	box	NOUN
ejde-197	163	10	test	test	NOUN
ejde-197	163	11	is	be	AUX
ejde-197	163	12	to	to	PART
ejde-197	163	13	determine	determine	VERB
ejde-197	163	14	whether	whether	SCONJ
ejde-197	163	15	the	the	DET
ejde-197	163	16	residuals	residual	NOUN
ejde-197	163	17	in	in	ADP
ejde-197	163	18	a	a	DET
ejde-197	163	19	time	time	NOUN
ejde-197	163	20	series	series	NOUN
ejde-197	163	21	model	model	PROPN
ejde-197	163	22	exhibit	exhibit	PROPN
ejde-197	163	23	autocorrelation	autocorrelation	NOUN
ejde-197	163	24	.	.	PUNCT
ejde-197	164	1	a	a	DET
ejde-197	164	2	p	p	NOUN
ejde-197	164	3	-	-	PUNCT
ejde-197	164	4	value	value	NOUN
ejde-197	164	5	greater	great	ADJ
ejde-197	164	6	than	than	ADP
ejde-197	164	7	0.05	0.05	NUM
ejde-197	164	8	indicates	indicate	VERB
ejde-197	164	9	that	that	SCONJ
ejde-197	164	10	there	there	PRON
ejde-197	164	11	is	be	VERB
ejde-197	164	12	not	not	PART
ejde-197	164	13	enough	enough	ADJ
ejde-197	164	14	evidence	evidence	NOUN
ejde-197	164	15	to	to	PART
ejde-197	164	16	reject	reject	VERB
ejde-197	164	17	the	the	DET
ejde-197	164	18	null	null	ADJ
ejde-197	164	19	hypothesis	hypothesis	NOUN
ejde-197	164	20	that	that	SCONJ
ejde-197	164	21	the	the	DET
ejde-197	164	22	residuals	residual	NOUN
ejde-197	164	23	are	be	AUX
ejde-197	164	24	independently	independently	ADV
ejde-197	164	25	distributed	distribute	VERB
ejde-197	164	26	.	.	PUNCT
ejde-197	165	1	not	not	PART
ejde-197	165	2	rejecting	reject	VERB
ejde-197	165	3	the	the	DET
ejde-197	165	4	null	null	ADJ
ejde-197	165	5	hypothesis	hypothesis	NOUN
ejde-197	165	6	in	in	ADP
ejde-197	165	7	the	the	DET
ejde-197	165	8	ljung	ljung	ADJ
ejde-197	165	9	-	-	PUNCT
ejde-197	165	10	box	box	NOUN
ejde-197	165	11	test	test	NOUN
ejde-197	165	12	statistic	statistic	NOUN
ejde-197	165	13	is	be	AUX
ejde-197	165	14	a	a	DET
ejde-197	165	15	desirable	desirable	ADJ
ejde-197	165	16	property	property	NOUN
ejde-197	165	17	for	for	ADP
ejde-197	165	18	a	a	DET
ejde-197	165	19	time	time	NOUN
ejde-197	165	20	series	series	PROPN
ejde-197	165	21	model	model	PROPN
ejde-197	165	22	.	.	PUNCT
ejde-197	166	1	it	it	PRON
ejde-197	166	2	indicates	indicate	VERB
ejde-197	166	3	that	that	SCONJ
ejde-197	166	4	our	our	PRON
ejde-197	166	5	model	model	NOUN
ejde-197	166	6	has	have	AUX
ejde-197	166	7	captured	capture	VERB
ejde-197	166	8	all	all	DET
ejde-197	166	9	the	the	DET
ejde-197	166	10	systematic	systematic	ADJ
ejde-197	166	11	patterns	pattern	NOUN
ejde-197	166	12	in	in	ADP
ejde-197	166	13	the	the	DET
ejde-197	166	14	data	datum	NOUN
ejde-197	166	15	and	and	CCONJ
ejde-197	166	16	that	that	SCONJ
ejde-197	166	17	the	the	DET
ejde-197	166	18	residuals	residual	NOUN
ejde-197	166	19	are	be	AUX
ejde-197	166	20	random	random	ADJ
ejde-197	166	21	fluctuations	fluctuation	NOUN
ejde-197	166	22	around	around	ADP
ejde-197	166	23	the	the	DET
ejde-197	166	24	mean	mean	NOUN
ejde-197	166	25	.	.	PUNCT
ejde-197	167	1	this	this	PRON
ejde-197	167	2	is	be	AUX
ejde-197	167	3	important	important	ADJ
ejde-197	167	4	for	for	ADP
ejde-197	167	5	making	make	VERB
ejde-197	167	6	accurate	accurate	ADJ
ejde-197	167	7	predictions	prediction	NOUN
ejde-197	167	8	and	and	CCONJ
ejde-197	167	9	for	for	ADP
ejde-197	167	10	conducting	conduct	VERB
ejde-197	167	11	statistical	statistical	ADJ
ejde-197	167	12	inference	inference	NOUN
ejde-197	167	13	,	,	PUNCT
ejde-197	167	14	as	as	SCONJ
ejde-197	167	15	we	we	PRON
ejde-197	167	16	want	want	VERB
ejde-197	167	17	to	to	PART
ejde-197	167	18	ensure	ensure	VERB
ejde-197	167	19	that	that	SCONJ
ejde-197	167	20	any	any	DET
ejde-197	167	21	relationships	relationship	NOUN
ejde-197	167	22	we	we	PRON
ejde-197	167	23	observe	observe	VERB
ejde-197	167	24	are	be	AUX
ejde-197	167	25	not	not	PART
ejde-197	167	26	spurious	spurious	ADJ
ejde-197	167	27	and	and	CCONJ
ejde-197	167	28	are	be	AUX
ejde-197	167	29	not	not	PART
ejde-197	167	30	driven	drive	VERB
ejde-197	167	31	by	by	ADP
ejde-197	167	32	autocorrelated	autocorrelated	ADJ
ejde-197	167	33	residuals	residual	NOUN
ejde-197	167	34	.	.	PUNCT
ejde-197	168	1	ejde-2023	ejde-2023	ADJ
ejde-197	168	2	/	/	SYM
ejde-197	168	3	si/02	si/02	PROPN
ejde-197	168	4	ornstein	ornstein	PROPN
ejde-197	168	5	-	-	PUNCT
ejde-197	168	6	uhlenbeck	uhlenbeck	PROPN
ejde-197	168	7	model	model	NOUN
ejde-197	168	8	199	199	NUM
ejde-197	168	9	3.3	3.3	NUM
ejde-197	168	10	.	.	PUNCT
ejde-197	169	1	autoregressive	autoregressive	ADJ
ejde-197	169	2	integrated	integrated	ADJ
ejde-197	169	3	moving	move	VERB
ejde-197	169	4	average	average	NOUN
ejde-197	169	5	(	(	PUNCT
ejde-197	169	6	arima	arima	PROPN
ejde-197	169	7	)	)	PUNCT
ejde-197	169	8	.	.	PUNCT
ejde-197	170	1	to	to	PART
ejde-197	170	2	ensure	ensure	VERB
ejde-197	170	3	that	that	SCONJ
ejde-197	170	4	the	the	DET
ejde-197	170	5	matrix	matrix	NOUN
ejde-197	170	6	a	a	PRON
ejde-197	170	7	is	be	AUX
ejde-197	170	8	invertible	invertible	ADJ
ejde-197	170	9	,	,	PUNCT
ejde-197	170	10	there	there	PRON
ejde-197	170	11	is	be	VERB
ejde-197	170	12	the	the	DET
ejde-197	170	13	need	need	NOUN
ejde-197	170	14	to	to	PART
ejde-197	170	15	choose	choose	VERB
ejde-197	170	16	appropriate	appropriate	ADJ
ejde-197	170	17	lags	lag	NOUN
ejde-197	170	18	for	for	ADP
ejde-197	170	19	each	each	DET
ejde-197	170	20	λi	λi	NOUN
ejde-197	170	21	.	.	PUNCT
ejde-197	171	1	thus	thus	ADV
ejde-197	171	2	,	,	PUNCT
ejde-197	171	3	we	we	PRON
ejde-197	171	4	fit	fit	VERB
ejde-197	171	5	an	an	DET
ejde-197	171	6	arima	arima	NOUN
ejde-197	171	7	model	model	NOUN
ejde-197	171	8	to	to	ADP
ejde-197	171	9	the	the	DET
ejde-197	171	10	data	datum	NOUN
ejde-197	171	11	and	and	CCONJ
ejde-197	171	12	perform	perform	VERB
ejde-197	171	13	an	an	DET
ejde-197	171	14	ljung	ljung	ADJ
ejde-197	171	15	-	-	PUNCT
ejde-197	171	16	box	box	NOUN
ejde-197	171	17	statistic	statistic	NOUN
ejde-197	171	18	of	of	ADP
ejde-197	171	19	the	the	DET
ejde-197	171	20	fitted	fit	VERB
ejde-197	171	21	arima	arima	NOUN
ejde-197	171	22	model	model	NOUN
ejde-197	171	23	to	to	PART
ejde-197	171	24	select	select	VERB
ejde-197	171	25	the	the	DET
ejde-197	171	26	most	most	ADV
ejde-197	171	27	significant	significant	ADJ
ejde-197	171	28	lag	lag	NOUN
ejde-197	171	29	based	base	VERB
ejde-197	171	30	on	on	ADP
ejde-197	171	31	the	the	DET
ejde-197	171	32	p	p	NOUN
ejde-197	171	33	-	-	PUNCT
ejde-197	171	34	value	value	NOUN
ejde-197	171	35	at	at	ADP
ejde-197	171	36	a	a	DET
ejde-197	171	37	5	5	NUM
ejde-197	171	38	%	%	NOUN
ejde-197	171	39	significant	significant	ADJ
ejde-197	171	40	level	level	NOUN
ejde-197	171	41	.	.	PUNCT
ejde-197	172	1	the	the	DET
ejde-197	172	2	arima	arima	PROPN
ejde-197	172	3	model	model	NOUN
ejde-197	172	4	assesses	assess	VERB
ejde-197	172	5	the	the	DET
ejde-197	172	6	significance	significance	NOUN
ejde-197	172	7	of	of	ADP
ejde-197	172	8	one	one	NUM
ejde-197	172	9	dependent	dependent	ADJ
ejde-197	172	10	variable	variable	NOUN
ejde-197	172	11	in	in	ADP
ejde-197	172	12	relation	relation	NOUN
ejde-197	172	13	to	to	ADP
ejde-197	172	14	other	other	ADJ
ejde-197	172	15	changing	change	VERB
ejde-197	172	16	variables	variable	NOUN
ejde-197	172	17	.	.	PUNCT
ejde-197	173	1	we	we	PRON
ejde-197	173	2	iterate	iterate	VERB
ejde-197	173	3	the	the	DET
ejde-197	173	4	arima	arima	PROPN
ejde-197	173	5	model	model	NOUN
ejde-197	173	6	over	over	ADP
ejde-197	173	7	some	some	DET
ejde-197	173	8	lags	lag	NOUN
ejde-197	173	9	and	and	CCONJ
ejde-197	173	10	perform	perform	VERB
ejde-197	173	11	the	the	DET
ejde-197	173	12	ljung	ljung	PROPN
ejde-197	173	13	-	-	PUNCT
ejde-197	173	14	box	box	NOUN
ejde-197	173	15	on	on	ADP
ejde-197	173	16	each	each	DET
ejde-197	173	17	fit	fit	NOUN
ejde-197	173	18	to	to	PART
ejde-197	173	19	examine	examine	VERB
ejde-197	173	20	the	the	DET
ejde-197	173	21	null	null	ADJ
ejde-197	173	22	hypothesis	hypothesis	NOUN
ejde-197	173	23	of	of	ADP
ejde-197	173	24	independence	independence	NOUN
ejde-197	173	25	in	in	ADP
ejde-197	173	26	our	our	PRON
ejde-197	173	27	time	time	NOUN
ejde-197	173	28	series	series	NOUN
ejde-197	173	29	.	.	PUNCT
ejde-197	174	1	we	we	PRON
ejde-197	174	2	then	then	ADV
ejde-197	174	3	select	select	VERB
ejde-197	174	4	the	the	DET
ejde-197	174	5	lags	lag	NOUN
ejde-197	174	6	that	that	PRON
ejde-197	174	7	give	give	VERB
ejde-197	174	8	a	a	DET
ejde-197	174	9	p	p	NOUN
ejde-197	174	10	-	-	PUNCT
ejde-197	174	11	value	value	NOUN
ejde-197	174	12	>	>	NOUN
ejde-197	174	13	0.05	0.05	NUM
ejde-197	174	14	as	as	ADP
ejde-197	174	15	significant	significant	ADJ
ejde-197	174	16	lags	lag	NOUN
ejde-197	174	17	.	.	PUNCT
ejde-197	175	1	the	the	DET
ejde-197	175	2	three	three	NUM
ejde-197	175	3	lags	lag	NOUN
ejde-197	175	4	chosen	choose	VERB
ejde-197	175	5	are	be	AUX
ejde-197	175	6	then	then	ADV
ejde-197	175	7	used	use	VERB
ejde-197	175	8	in	in	ADP
ejde-197	175	9	computing	compute	VERB
ejde-197	175	10	the	the	DET
ejde-197	175	11	λi	λi	NOUN
ejde-197	175	12	’s	’s	NOUN
ejde-197	175	13	.	.	PUNCT
ejde-197	176	1	this	this	DET
ejde-197	176	2	process	process	NOUN
ejde-197	176	3	is	be	AUX
ejde-197	176	4	performed	perform	VERB
ejde-197	176	5	with	with	ADP
ejde-197	176	6	the	the	DET
ejde-197	176	7	r	r	NOUN
ejde-197	176	8	-	-	PUNCT
ejde-197	176	9	software	software	NOUN
ejde-197	176	10	.	.	PUNCT
ejde-197	177	1	see	see	VERB
ejde-197	177	2	[	[	X
ejde-197	177	3	5	5	NUM
ejde-197	177	4	,	,	PUNCT
ejde-197	177	5	17	17	NUM
ejde-197	177	6	]	]	PUNCT
ejde-197	177	7	for	for	ADP
ejde-197	177	8	more	more	ADJ
ejde-197	177	9	information	information	NOUN
ejde-197	177	10	on	on	ADP
ejde-197	177	11	the	the	DET
ejde-197	177	12	arima	arima	NOUN
ejde-197	177	13	model	model	NOUN
ejde-197	177	14	and	and	CCONJ
ejde-197	177	15	ljung	ljung	ADJ
ejde-197	177	16	-	-	PUNCT
ejde-197	177	17	box	box	NOUN
ejde-197	177	18	statistic	statistic	NOUN
ejde-197	177	19	.	.	PUNCT
ejde-197	178	1	4	4	X
ejde-197	178	2	.	.	X
ejde-197	178	3	data	datum	NOUN
ejde-197	178	4	characterization	characterization	NOUN
ejde-197	178	5	in	in	ADP
ejde-197	178	6	this	this	DET
ejde-197	178	7	section	section	NOUN
ejde-197	178	8	,	,	PUNCT
ejde-197	178	9	we	we	PRON
ejde-197	178	10	present	present	VERB
ejde-197	178	11	the	the	DET
ejde-197	178	12	data	datum	NOUN
ejde-197	178	13	that	that	PRON
ejde-197	178	14	we	we	PRON
ejde-197	178	15	will	will	AUX
ejde-197	178	16	analyze	analyze	VERB
ejde-197	178	17	and	and	CCONJ
ejde-197	178	18	we	we	PRON
ejde-197	178	19	apply	apply	VERB
ejde-197	178	20	the	the	DET
ejde-197	178	21	characterization	characterization	NOUN
ejde-197	178	22	approach	approach	NOUN
ejde-197	178	23	in	in	ADP
ejde-197	178	24	[	[	X
ejde-197	178	25	32	32	NUM
ejde-197	178	26	]	]	PUNCT
ejde-197	178	27	to	to	PART
ejde-197	178	28	characterize	characterize	VERB
ejde-197	178	29	them	they	PRON
ejde-197	178	30	as	as	ADP
ejde-197	178	31	gaussian	gaussian	NOUN
ejde-197	178	32	,	,	PUNCT
ejde-197	178	33	lévy	lévy	X
ejde-197	178	34	walk	walk	VERB
ejde-197	178	35	,	,	PUNCT
ejde-197	178	36	or	or	CCONJ
ejde-197	178	37	lévy	lévy	NUM
ejde-197	178	38	flight	flight	NOUN
ejde-197	178	39	.	.	PUNCT
ejde-197	179	1	4.1	4.1	NUM
ejde-197	179	2	.	.	PUNCT
ejde-197	179	3	data	datum	NOUN
ejde-197	179	4	.	.	PUNCT
ejde-197	180	1	we	we	PRON
ejde-197	180	2	will	will	AUX
ejde-197	180	3	use	use	VERB
ejde-197	180	4	three	three	NUM
ejde-197	180	5	different	different	ADJ
ejde-197	180	6	types	type	NOUN
ejde-197	180	7	of	of	ADP
ejde-197	180	8	data	datum	NOUN
ejde-197	180	9	in	in	ADP
ejde-197	180	10	the	the	DET
ejde-197	180	11	analysis	analysis	NOUN
ejde-197	180	12	of	of	ADP
ejde-197	180	13	our	our	PRON
ejde-197	180	14	model	model	NOUN
ejde-197	180	15	,	,	PUNCT
ejde-197	180	16	namely	namely	ADV
ejde-197	180	17	the	the	DET
ejde-197	180	18	daily	daily	ADJ
ejde-197	180	19	closing	closing	NOUN
ejde-197	180	20	values	value	NOUN
ejde-197	180	21	of	of	ADP
ejde-197	180	22	the	the	DET
ejde-197	180	23	nasdaq	nasdaq	NOUN
ejde-197	180	24	,	,	PUNCT
ejde-197	180	25	retrieved	retrieve	VERB
ejde-197	180	26	from	from	ADP
ejde-197	180	27	yahoo	yahoo	PROPN
ejde-197	180	28	finance	finance	NOUN
ejde-197	180	29	,	,	PUNCT
ejde-197	180	30	the	the	DET
ejde-197	180	31	japan	japan	PROPN
ejde-197	180	32	earthquake	earthquake	PROPN
ejde-197	180	33	data	datum	NOUN
ejde-197	180	34	in	in	ADP
ejde-197	180	35	2011	2011	NUM
ejde-197	180	36	after	after	ADP
ejde-197	180	37	the	the	DET
ejde-197	180	38	magnitude	magnitude	NOUN
ejde-197	180	39	nine	nine	NUM
ejde-197	180	40	occurrence	occurrence	NOUN
ejde-197	180	41	(	(	PUNCT
ejde-197	180	42	afterm9	afterm9	NOUN
ejde-197	180	43	)	)	PUNCT
ejde-197	180	44	,	,	PUNCT
ejde-197	180	45	and	and	CCONJ
ejde-197	180	46	finally	finally	ADV
ejde-197	180	47	,	,	PUNCT
ejde-197	180	48	a	a	DET
ejde-197	180	49	simulated	simulate	VERB
ejde-197	180	50	fractional	fractional	ADJ
ejde-197	180	51	brownian	brownian	ADJ
ejde-197	180	52	motion	motion	NOUN
ejde-197	180	53	(	(	PUNCT
ejde-197	180	54	fbm	fbm	NOUN
ejde-197	180	55	)	)	PUNCT
ejde-197	180	56	using	use	VERB
ejde-197	180	57	the	the	DET
ejde-197	180	58	function	function	NOUN
ejde-197	180	59	fbm	fbm	NOUN
ejde-197	180	60	from	from	ADP
ejde-197	180	61	the	the	DET
ejde-197	180	62	r	r	NOUN
ejde-197	180	63	package	package	NOUN
ejde-197	180	64	somebm	somebm	NOUN
ejde-197	180	65	.	.	PUNCT
ejde-197	181	1	for	for	SCONJ
ejde-197	181	2	each	each	DET
ejde-197	181	3	data	datum	NOUN
ejde-197	181	4	set	set	VERB
ejde-197	181	5	,	,	PUNCT
ejde-197	181	6	we	we	PRON
ejde-197	181	7	use	use	VERB
ejde-197	181	8	two	two	NUM
ejde-197	181	9	-	-	PUNCT
ejde-197	181	10	thirds	third	NOUN
ejde-197	181	11	of	of	ADP
ejde-197	181	12	the	the	DET
ejde-197	181	13	data	datum	NOUN
ejde-197	181	14	for	for	ADP
ejde-197	181	15	estimating	estimate	VERB
ejde-197	181	16	the	the	DET
ejde-197	181	17	parameters	parameter	NOUN
ejde-197	181	18	in	in	ADP
ejde-197	181	19	our	our	PRON
ejde-197	181	20	model	model	NOUN
ejde-197	181	21	.	.	PUNCT
ejde-197	182	1	the	the	DET
ejde-197	182	2	remaining	remain	VERB
ejde-197	182	3	one	one	NUM
ejde-197	182	4	-	-	PUNCT
ejde-197	182	5	third	third	NOUN
ejde-197	182	6	is	be	AUX
ejde-197	182	7	predicted	predict	VERB
ejde-197	182	8	with	with	ADP
ejde-197	182	9	our	our	PRON
ejde-197	182	10	model	model	NOUN
ejde-197	182	11	,	,	PUNCT
ejde-197	182	12	using	use	VERB
ejde-197	182	13	the	the	DET
ejde-197	182	14	estimated	estimate	VERB
ejde-197	182	15	parameters	parameter	NOUN
ejde-197	182	16	.	.	PUNCT
ejde-197	183	1	error	error	NOUN
ejde-197	183	2	estimates	estimate	NOUN
ejde-197	183	3	are	be	AUX
ejde-197	183	4	then	then	ADV
ejde-197	183	5	computed	compute	VERB
ejde-197	183	6	between	between	ADP
ejde-197	183	7	the	the	DET
ejde-197	183	8	true	true	ADJ
ejde-197	183	9	values	value	NOUN
ejde-197	183	10	and	and	CCONJ
ejde-197	183	11	predicted	predict	VERB
ejde-197	183	12	values	value	NOUN
ejde-197	183	13	.	.	PUNCT
ejde-197	184	1	figure	figure	NOUN
ejde-197	184	2	1	1	NUM
ejde-197	184	3	.	.	NOUN
ejde-197	184	4	time	time	PROPN
ejde-197	184	5	series	series	PROPN
ejde-197	184	6	plot	plot	NOUN
ejde-197	184	7	of	of	ADP
ejde-197	184	8	daily	daily	ADJ
ejde-197	184	9	closing	closing	NOUN
ejde-197	184	10	values	value	NOUN
ejde-197	184	11	of	of	ADP
ejde-197	184	12	the	the	DET
ejde-197	184	13	nasdaq	nasdaq	PROPN
ejde-197	184	14	index	index	NOUN
ejde-197	184	15	.	.	PUNCT
ejde-197	185	1	here	here	ADV
ejde-197	185	2	,	,	PUNCT
ejde-197	185	3	time	time	NOUN
ejde-197	185	4	is	be	AUX
ejde-197	185	5	measured	measure	VERB
ejde-197	185	6	in	in	ADP
ejde-197	185	7	days	day	NOUN
ejde-197	185	8	,	,	PUNCT
ejde-197	185	9	and	and	CCONJ
ejde-197	185	10	the	the	DET
ejde-197	185	11	closing	closing	NOUN
ejde-197	185	12	value	value	NOUN
ejde-197	185	13	is	be	AUX
ejde-197	185	14	in	in	ADP
ejde-197	185	15	us	us	PROPN
ejde-197	185	16	dollars	dollar	NOUN
ejde-197	185	17	.	.	PUNCT
ejde-197	186	1	4.2	4.2	NUM
ejde-197	186	2	.	.	X
ejde-197	186	3	variance	variance	NOUN
ejde-197	186	4	scaling	scale	VERB
ejde-197	186	5	methods	method	NOUN
ejde-197	186	6	.	.	PUNCT
ejde-197	187	1	this	this	DET
ejde-197	187	2	subsection	subsection	NOUN
ejde-197	187	3	briefly	briefly	NOUN
ejde-197	187	4	introduces	introduce	VERB
ejde-197	187	5	the	the	DET
ejde-197	187	6	rescaled	rescaled	ADJ
ejde-197	187	7	range	range	NOUN
ejde-197	187	8	analysis	analysis	NOUN
ejde-197	187	9	,	,	PUNCT
ejde-197	187	10	detrended	detrende	VERB
ejde-197	187	11	fluctuation	fluctuation	NOUN
ejde-197	187	12	analysis	analysis	NOUN
ejde-197	187	13	,	,	PUNCT
ejde-197	187	14	and	and	CCONJ
ejde-197	187	15	diffusion	diffusion	NOUN
ejde-197	187	16	entropy	entropy	NOUN
ejde-197	187	17	analysis	analysis	NOUN
ejde-197	187	18	.	.	PUNCT
ejde-197	188	1	200	200	NUM
ejde-197	188	2	m.	m.	NOUN
ejde-197	188	3	c.	c.	PROPN
ejde-197	188	4	mariani	mariani	PROPN
ejde-197	188	5	,	,	PUNCT
ejde-197	188	6	p.	p.	PROPN
ejde-197	188	7	k.	k.	PROPN
ejde-197	188	8	asante	asante	PROPN
ejde-197	188	9	,	,	PUNCT
ejde-197	188	10	w.	w.	PROPN
ejde-197	188	11	kubin	kubin	PROPN
ejde-197	188	12	,	,	PUNCT
ejde-197	188	13	.	.	PUNCT
ejde-197	188	14	.	.	PUNCT
ejde-197	188	15	.	.	PUNCT
ejde-197	189	1	ejde	ejde	NOUN
ejde-197	189	2	/	/	SYM
ejde-197	189	3	si/02	si/02	PROPN
ejde-197	189	4	figure	figure	NOUN
ejde-197	189	5	2	2	NUM
ejde-197	189	6	.	.	NOUN
ejde-197	189	7	time	time	NOUN
ejde-197	189	8	series	series	PROPN
ejde-197	189	9	plot	plot	NOUN
ejde-197	189	10	of	of	ADP
ejde-197	189	11	recorded	record	VERB
ejde-197	189	12	earthquake	earthquake	NOUN
ejde-197	189	13	magnitudes	magnitude	NOUN
ejde-197	189	14	after	after	ADP
ejde-197	189	15	magnitude	magnitude	NOUN
ejde-197	189	16	nine	nine	NUM
ejde-197	189	17	event	event	NOUN
ejde-197	189	18	.	.	PUNCT
ejde-197	190	1	here	here	ADV
ejde-197	190	2	,	,	PUNCT
ejde-197	190	3	time	time	NOUN
ejde-197	190	4	is	be	AUX
ejde-197	190	5	measured	measure	VERB
ejde-197	190	6	in	in	ADP
ejde-197	190	7	minutes	minute	NOUN
ejde-197	190	8	,	,	PUNCT
ejde-197	190	9	and	and	CCONJ
ejde-197	190	10	the	the	DET
ejde-197	190	11	magnitude	magnitude	NOUN
ejde-197	190	12	is	be	AUX
ejde-197	190	13	measured	measure	VERB
ejde-197	190	14	on	on	ADP
ejde-197	190	15	the	the	DET
ejde-197	190	16	richter	richter	NOUN
ejde-197	190	17	scale	scale	NOUN
ejde-197	190	18	(	(	PUNCT
ejde-197	190	19	ergs	erg	NOUN
ejde-197	190	20	)	)	PUNCT
ejde-197	190	21	.	.	PUNCT
ejde-197	191	1	figure	figure	VERB
ejde-197	191	2	3	3	NUM
ejde-197	191	3	.	.	NOUN
ejde-197	191	4	time	time	PROPN
ejde-197	191	5	series	series	PROPN
ejde-197	191	6	plot	plot	NOUN
ejde-197	191	7	of	of	ADP
ejde-197	191	8	simulated	simulated	ADJ
ejde-197	191	9	fractional	fractional	ADJ
ejde-197	191	10	brownian	brownian	ADJ
ejde-197	191	11	motion	motion	NOUN
ejde-197	191	12	.	.	PUNCT
ejde-197	192	1	here	here	ADV
ejde-197	192	2	,	,	PUNCT
ejde-197	192	3	time	time	NOUN
ejde-197	192	4	is	be	AUX
ejde-197	192	5	measured	measure	VERB
ejde-197	192	6	in	in	ADP
ejde-197	192	7	days	day	NOUN
ejde-197	192	8	.	.	PUNCT
ejde-197	193	1	4.2.1	4.2.1	NUM
ejde-197	193	2	.	.	PUNCT
ejde-197	194	1	rescaled	rescaled	ADJ
ejde-197	194	2	range	range	NOUN
ejde-197	194	3	analysis	analysis	NOUN
ejde-197	194	4	.	.	PUNCT
ejde-197	195	1	the	the	DET
ejde-197	195	2	rescaled	rescale	VERB
ejde-197	195	3	-	-	PUNCT
ejde-197	195	4	range	range	NOUN
ejde-197	195	5	analysis	analysis	NOUN
ejde-197	195	6	(	(	PUNCT
ejde-197	195	7	r	r	NOUN
ejde-197	195	8	/	/	SYM
ejde-197	195	9	s	s	PART
ejde-197	195	10	)	)	PUNCT
ejde-197	195	11	was	be	AUX
ejde-197	195	12	presented	present	VERB
ejde-197	195	13	by	by	ADP
ejde-197	195	14	hurst	hurst	PROPN
ejde-197	195	15	in	in	ADP
ejde-197	195	16	his	his	PRON
ejde-197	195	17	study	study	NOUN
ejde-197	195	18	on	on	ADP
ejde-197	195	19	the	the	DET
ejde-197	195	20	long	long	ADJ
ejde-197	195	21	-	-	PUNCT
ejde-197	195	22	run	run	NOUN
ejde-197	195	23	variations	variation	NOUN
ejde-197	195	24	of	of	ADP
ejde-197	195	25	the	the	DET
ejde-197	195	26	water	water	NOUN
ejde-197	195	27	level	level	NOUN
ejde-197	195	28	of	of	ADP
ejde-197	195	29	the	the	DET
ejde-197	195	30	nile	nile	PROPN
ejde-197	195	31	river	river	PROPN
ejde-197	196	1	[	[	X
ejde-197	196	2	19	19	NUM
ejde-197	196	3	]	]	PUNCT
ejde-197	196	4	.	.	PUNCT
ejde-197	197	1	mandelbrot	mandelbrot	PROPN
ejde-197	197	2	coined	coin	VERB
ejde-197	197	3	the	the	DET
ejde-197	197	4	name	name	NOUN
ejde-197	197	5	h	h	NOUN
ejde-197	197	6	for	for	ADP
ejde-197	197	7	the	the	DET
ejde-197	197	8	parameter	parameter	NOUN
ejde-197	197	9	derived	derive	VERB
ejde-197	197	10	from	from	ADP
ejde-197	197	11	this	this	DET
ejde-197	197	12	technique	technique	NOUN
ejde-197	197	13	in	in	ADP
ejde-197	197	14	tribute	tribute	NOUN
ejde-197	197	15	to	to	ADP
ejde-197	197	16	the	the	DET
ejde-197	197	17	hydrologist	hydrologist	NOUN
ejde-197	197	18	hurst	hurst	PROPN
ejde-197	197	19	and	and	CCONJ
ejde-197	197	20	the	the	DET
ejde-197	197	21	mathematician	mathematician	ADJ
ejde-197	197	22	holder	holder	NOUN
ejde-197	197	23	.	.	PUNCT
ejde-197	198	1	the	the	DET
ejde-197	198	2	parameter	parameter	PROPN
ejde-197	198	3	h	h	PROPN
ejde-197	198	4	,	,	PUNCT
ejde-197	198	5	also	also	ADV
ejde-197	198	6	known	know	VERB
ejde-197	198	7	as	as	ADP
ejde-197	198	8	the	the	DET
ejde-197	198	9	index	index	NOUN
ejde-197	198	10	of	of	ADP
ejde-197	198	11	dependence	dependence	NOUN
ejde-197	198	12	,	,	PUNCT
ejde-197	198	13	represents	represent	VERB
ejde-197	198	14	the	the	DET
ejde-197	198	15	relative	relative	ADJ
ejde-197	198	16	trend	trend	NOUN
ejde-197	198	17	of	of	ADP
ejde-197	198	18	a	a	DET
ejde-197	198	19	time	time	NOUN
ejde-197	198	20	series	series	NOUN
ejde-197	198	21	(	(	PUNCT
ejde-197	198	22	i.e.	i.e.	X
ejde-197	198	23	persistence	persistence	NOUN
ejde-197	198	24	,	,	PUNCT
ejde-197	198	25	anti	anti	ADJ
ejde-197	198	26	-	-	ADJ
ejde-197	198	27	persistence	persistence	NOUN
ejde-197	198	28	or	or	CCONJ
ejde-197	198	29	randomness	randomness	NOUN
ejde-197	198	30	)	)	PUNCT
ejde-197	198	31	and	and	CCONJ
ejde-197	198	32	always	always	ADV
ejde-197	198	33	lies	lie	VERB
ejde-197	198	34	between	between	ADP
ejde-197	198	35	0	0	NUM
ejde-197	198	36	and	and	CCONJ
ejde-197	198	37	1	1	NUM
ejde-197	198	38	;	;	PUNCT
ejde-197	198	39	it	it	PRON
ejde-197	198	40	is	be	AUX
ejde-197	198	41	equal	equal	ADJ
ejde-197	198	42	to	to	ADP
ejde-197	198	43	1/2	1/2	NUM
ejde-197	198	44	in	in	ADP
ejde-197	198	45	the	the	DET
ejde-197	198	46	case	case	NOUN
ejde-197	198	47	of	of	ADP
ejde-197	198	48	processes	process	NOUN
ejde-197	198	49	with	with	ADP
ejde-197	198	50	independent	independent	ADJ
ejde-197	198	51	increments	increment	NOUN
ejde-197	198	52	.	.	PUNCT
ejde-197	199	1	of	of	ADP
ejde-197	199	2	particular	particular	ADJ
ejde-197	199	3	interest	interest	NOUN
ejde-197	199	4	for	for	ADP
ejde-197	199	5	our	our	PRON
ejde-197	199	6	work	work	NOUN
ejde-197	199	7	is	be	AUX
ejde-197	199	8	the	the	DET
ejde-197	199	9	case	case	NOUN
ejde-197	199	10	in	in	ADP
ejde-197	199	11	which	which	PRON
ejde-197	199	12	0.5	0.5	NUM
ejde-197	199	13	<	<	X
ejde-197	199	14	h	h	NOUN
ejde-197	199	15	<	<	X
ejde-197	199	16	1	1	NUM
ejde-197	199	17	since	since	SCONJ
ejde-197	199	18	it	it	PRON
ejde-197	199	19	is	be	AUX
ejde-197	199	20	an	an	DET
ejde-197	199	21	indicator	indicator	NOUN
ejde-197	199	22	of	of	ADP
ejde-197	199	23	long	long	ADJ
ejde-197	199	24	-	-	PUNCT
ejde-197	199	25	range	range	NOUN
ejde-197	199	26	correlations	correlation	NOUN
ejde-197	199	27	[	[	X
ejde-197	199	28	32	32	NUM
ejde-197	199	29	]	]	PUNCT
ejde-197	199	30	.	.	PUNCT
ejde-197	200	1	however	however	ADV
ejde-197	200	2	,	,	PUNCT
ejde-197	200	3	because	because	SCONJ
ejde-197	200	4	its	its	PRON
ejde-197	200	5	sensitivity	sensitivity	NOUN
ejde-197	200	6	to	to	ADP
ejde-197	200	7	abnormal	abnormal	ADJ
ejde-197	200	8	values	value	NOUN
ejde-197	200	9	in	in	ADP
ejde-197	200	10	the	the	DET
ejde-197	200	11	series	series	NOUN
ejde-197	200	12	,	,	PUNCT
ejde-197	200	13	the	the	DET
ejde-197	200	14	rescaled	rescaled	ADJ
ejde-197	200	15	range	range	NOUN
ejde-197	200	16	analysis	analysis	NOUN
ejde-197	200	17	method	method	NOUN
ejde-197	200	18	is	be	AUX
ejde-197	200	19	unsuitable	unsuitable	ADJ
ejde-197	200	20	for	for	ADP
ejde-197	200	21	analyzing	analyze	VERB
ejde-197	200	22	long	long	ADJ
ejde-197	200	23	-	-	PUNCT
ejde-197	200	24	range	range	NOUN
ejde-197	200	25	auto	auto	NOUN
ejde-197	200	26	-	-	PUNCT
ejde-197	200	27	correlation	correlation	NOUN
ejde-197	200	28	for	for	ADP
ejde-197	200	29	non	non	ADJ
ejde-197	200	30	-	-	ADJ
ejde-197	200	31	stationary	stationary	ADJ
ejde-197	200	32	series	series	NOUN
ejde-197	200	33	[	[	X
ejde-197	200	34	19	19	NUM
ejde-197	200	35	]	]	PUNCT
ejde-197	200	36	.	.	PUNCT
ejde-197	201	1	ejde-2023	ejde-2023	ADJ
ejde-197	201	2	/	/	SYM
ejde-197	201	3	si/02	si/02	PROPN
ejde-197	201	4	ornstein	ornstein	PROPN
ejde-197	201	5	-	-	PUNCT
ejde-197	201	6	uhlenbeck	uhlenbeck	PROPN
ejde-197	201	7	model	model	NOUN
ejde-197	201	8	201	201	NUM
ejde-197	201	9	4.2.2	4.2.2	NUM
ejde-197	201	10	.	.	PUNCT
ejde-197	201	11	detrended	detrende	VERB
ejde-197	201	12	fluctuation	fluctuation	NOUN
ejde-197	201	13	analysis	analysis	NOUN
ejde-197	201	14	.	.	PUNCT
ejde-197	202	1	peng	peng	PROPN
ejde-197	202	2	et	et	PROPN
ejde-197	202	3	al	al	PROPN
ejde-197	202	4	.	.	PUNCT
ejde-197	203	1	[	[	X
ejde-197	203	2	38	38	NUM
ejde-197	203	3	]	]	PUNCT
ejde-197	203	4	proposed	propose	VERB
ejde-197	203	5	the	the	DET
ejde-197	203	6	detrended	detrende	VERB
ejde-197	203	7	fluctuation	fluctuation	NOUN
ejde-197	203	8	analysis	analysis	NOUN
ejde-197	203	9	(	(	PUNCT
ejde-197	203	10	dfa	dfa	NOUN
ejde-197	203	11	)	)	PUNCT
ejde-197	203	12	while	while	SCONJ
ejde-197	203	13	examining	examine	VERB
ejde-197	203	14	a	a	DET
ejde-197	203	15	sequence	sequence	NOUN
ejde-197	203	16	of	of	ADP
ejde-197	203	17	dna	dna	PROPN
ejde-197	203	18	nucleotides	nucleotide	NOUN
ejde-197	203	19	to	to	PART
ejde-197	203	20	study	study	VERB
ejde-197	203	21	the	the	DET
ejde-197	203	22	self	self	NOUN
ejde-197	203	23	-	-	PUNCT
ejde-197	203	24	similarity	similarity	NOUN
ejde-197	203	25	[	[	X
ejde-197	203	26	35	35	NUM
ejde-197	203	27	]	]	PUNCT
ejde-197	203	28	and	and	CCONJ
ejde-197	203	29	long	long	ADJ
ejde-197	203	30	-	-	PUNCT
ejde-197	203	31	range	range	NOUN
ejde-197	203	32	dependence	dependence	NOUN
ejde-197	203	33	of	of	ADP
ejde-197	203	34	time	time	NOUN
ejde-197	203	35	series	series	NOUN
ejde-197	203	36	.	.	PUNCT
ejde-197	204	1	from	from	ADP
ejde-197	204	2	the	the	DET
ejde-197	204	3	moment	moment	NOUN
ejde-197	204	4	it	it	PRON
ejde-197	204	5	was	be	AUX
ejde-197	204	6	submitted	submit	VERB
ejde-197	204	7	to	to	ADP
ejde-197	204	8	date	date	NOUN
ejde-197	204	9	,	,	PUNCT
ejde-197	204	10	dfa	dfa	PROPN
ejde-197	204	11	has	have	AUX
ejde-197	204	12	become	become	VERB
ejde-197	204	13	a	a	DET
ejde-197	204	14	widely	widely	ADV
ejde-197	204	15	used	use	VERB
ejde-197	204	16	method	method	NOUN
ejde-197	204	17	for	for	ADP
ejde-197	204	18	determining	determine	VERB
ejde-197	204	19	fractal	fractal	ADJ
ejde-197	204	20	scaling	scale	VERB
ejde-197	204	21	properties	property	NOUN
ejde-197	204	22	and	and	CCONJ
ejde-197	204	23	detecting	detect	VERB
ejde-197	204	24	long	long	ADJ
ejde-197	204	25	-	-	PUNCT
ejde-197	204	26	range	range	NOUN
ejde-197	204	27	correlations	correlation	NOUN
ejde-197	204	28	in	in	ADP
ejde-197	204	29	non	non	ADJ
ejde-197	204	30	-	-	ADJ
ejde-197	204	31	stationary	stationary	ADJ
ejde-197	204	32	time	time	NOUN
ejde-197	204	33	series	series	NOUN
ejde-197	204	34	.	.	PUNCT
ejde-197	205	1	there	there	PRON
ejde-197	205	2	are	be	VERB
ejde-197	205	3	known	know	VERB
ejde-197	205	4	applications	application	NOUN
ejde-197	205	5	in	in	ADP
ejde-197	205	6	biology	biology	NOUN
ejde-197	205	7	,	,	PUNCT
ejde-197	205	8	meteorology	meteorology	NOUN
ejde-197	205	9	,	,	PUNCT
ejde-197	205	10	geophysics	geophysic	NOUN
ejde-197	205	11	,	,	PUNCT
ejde-197	205	12	and	and	CCONJ
ejde-197	205	13	economics	economic	NOUN
ejde-197	205	14	[	[	X
ejde-197	205	15	34	34	NUM
ejde-197	205	16	,	,	PUNCT
ejde-197	205	17	38	38	NUM
ejde-197	205	18	,	,	PUNCT
ejde-197	205	19	46	46	NUM
ejde-197	205	20	]	]	PUNCT
ejde-197	205	21	.	.	PUNCT
ejde-197	206	1	the	the	DET
ejde-197	206	2	principal	principal	ADJ
ejde-197	206	3	advantage	advantage	NOUN
ejde-197	206	4	of	of	ADP
ejde-197	206	5	the	the	DET
ejde-197	206	6	dfa	dfa	PROPN
ejde-197	206	7	lies	lie	VERB
ejde-197	206	8	in	in	ADP
ejde-197	206	9	its	its	PRON
ejde-197	206	10	ability	ability	NOUN
ejde-197	206	11	to	to	PART
ejde-197	206	12	differentiate	differentiate	VERB
ejde-197	206	13	the	the	DET
ejde-197	206	14	intrinsic	intrinsic	ADJ
ejde-197	206	15	autocorrelations	autocorrelation	NOUN
ejde-197	206	16	of	of	ADP
ejde-197	206	17	the	the	DET
ejde-197	206	18	time	time	NOUN
ejde-197	206	19	series	series	NOUN
ejde-197	206	20	from	from	ADP
ejde-197	206	21	those	those	PRON
ejde-197	206	22	imposed	impose	VERB
ejde-197	206	23	by	by	ADP
ejde-197	206	24	non	non	ADJ
ejde-197	206	25	-	-	ADJ
ejde-197	206	26	stationary	stationary	ADJ
ejde-197	206	27	external	external	ADJ
ejde-197	206	28	trends	trend	NOUN
ejde-197	206	29	.	.	PUNCT
ejde-197	207	1	the	the	DET
ejde-197	207	2	method	method	NOUN
ejde-197	207	3	focuses	focus	VERB
ejde-197	207	4	on	on	ADP
ejde-197	207	5	the	the	DET
ejde-197	207	6	inherent	inherent	ADJ
ejde-197	207	7	structure	structure	NOUN
ejde-197	207	8	of	of	ADP
ejde-197	207	9	the	the	DET
ejde-197	207	10	correlations	correlation	NOUN
ejde-197	207	11	of	of	ADP
ejde-197	207	12	market	market	NOUN
ejde-197	207	13	fluctuations	fluctuation	NOUN
ejde-197	207	14	at	at	ADP
ejde-197	207	15	different	different	ADJ
ejde-197	207	16	time	time	NOUN
ejde-197	207	17	scales	scale	NOUN
ejde-197	207	18	,	,	PUNCT
ejde-197	207	19	leaving	leave	VERB
ejde-197	207	20	aside	aside	ADP
ejde-197	207	21	non	non	ADJ
ejde-197	207	22	-	-	ADJ
ejde-197	207	23	stationary	stationary	ADJ
ejde-197	207	24	trends	trend	NOUN
ejde-197	207	25	[	[	X
ejde-197	207	26	20	20	NUM
ejde-197	207	27	]	]	PUNCT
ejde-197	207	28	.	.	PUNCT
ejde-197	208	1	the	the	DET
ejde-197	208	2	application	application	NOUN
ejde-197	208	3	of	of	ADP
ejde-197	208	4	the	the	DET
ejde-197	208	5	dfa	dfa	PROPN
ejde-197	208	6	method	method	NOUN
ejde-197	208	7	allows	allow	VERB
ejde-197	208	8	obtaining	obtain	VERB
ejde-197	208	9	a	a	DET
ejde-197	208	10	scaling	scaling	ADJ
ejde-197	208	11	exponent	exponent	NOUN
ejde-197	208	12	α	α	NOUN
ejde-197	208	13	from	from	ADP
ejde-197	208	14	estimating	estimate	VERB
ejde-197	208	15	the	the	DET
ejde-197	208	16	slope	slope	NOUN
ejde-197	208	17	of	of	ADP
ejde-197	208	18	the	the	DET
ejde-197	208	19	function	function	NOUN
ejde-197	208	20	f	f	PROPN
ejde-197	208	21	(	(	PUNCT
ejde-197	208	22	s	s	PROPN
ejde-197	208	23	)	)	PUNCT
ejde-197	208	24	that	that	PRON
ejde-197	208	25	measures	measure	VERB
ejde-197	208	26	the	the	DET
ejde-197	208	27	mean	mean	ADJ
ejde-197	208	28	square	square	ADJ
ejde-197	208	29	deviation	deviation	NOUN
ejde-197	208	30	from	from	ADP
ejde-197	208	31	an	an	DET
ejde-197	208	32	optimal	optimal	ADJ
ejde-197	208	33	linear	linear	NOUN
ejde-197	208	34	approximation	approximation	NOUN
ejde-197	208	35	around	around	ADP
ejde-197	208	36	the	the	DET
ejde-197	208	37	trend	trend	NOUN
ejde-197	208	38	signal	signal	NOUN
ejde-197	208	39	in	in	ADP
ejde-197	208	40	segments	segment	NOUN
ejde-197	208	41	of	of	ADP
ejde-197	208	42	length	length	NOUN
ejde-197	208	43	s.	s.	PROPN
ejde-197	209	1	the	the	DET
ejde-197	209	2	fluctuation	fluctuation	NOUN
ejde-197	209	3	function	function	NOUN
ejde-197	209	4	vs.	vs.	ADP
ejde-197	209	5	s	s	NOUN
ejde-197	209	6	behaves	behave	NOUN
ejde-197	209	7	as	as	ADP
ejde-197	209	8	a	a	DET
ejde-197	209	9	power	power	NOUN
ejde-197	209	10	law	law	NOUN
ejde-197	209	11	.	.	PUNCT
ejde-197	210	1	therefore	therefore	ADV
ejde-197	210	2	,	,	PUNCT
ejde-197	210	3	it	it	PRON
ejde-197	210	4	is	be	AUX
ejde-197	210	5	possible	possible	ADJ
ejde-197	210	6	to	to	PART
ejde-197	210	7	compute	compute	VERB
ejde-197	210	8	the	the	DET
ejde-197	210	9	value	value	NOUN
ejde-197	210	10	of	of	ADP
ejde-197	210	11	the	the	DET
ejde-197	210	12	exponent	exponent	PROPN
ejde-197	210	13	α	α	PROPN
ejde-197	210	14	from	from	ADP
ejde-197	210	15	the	the	DET
ejde-197	210	16	slope	slope	NOUN
ejde-197	210	17	of	of	ADP
ejde-197	210	18	the	the	DET
ejde-197	210	19	function	function	NOUN
ejde-197	210	20	in	in	ADP
ejde-197	210	21	a	a	DET
ejde-197	210	22	log	log	NOUN
ejde-197	210	23	-	-	PUNCT
ejde-197	210	24	log	log	NOUN
ejde-197	210	25	scale	scale	NOUN
ejde-197	210	26	plot	plot	NOUN
ejde-197	210	27	of	of	ADP
ejde-197	210	28	f	f	PROPN
ejde-197	210	29	(	(	PUNCT
ejde-197	210	30	s	s	NOUN
ejde-197	210	31	)	)	PUNCT
ejde-197	210	32	vs.	vs.	X
ejde-197	210	33	s	s	X
ejde-197	210	34	[	[	X
ejde-197	210	35	35	35	NUM
ejde-197	210	36	]	]	PUNCT
ejde-197	210	37	.	.	PUNCT
ejde-197	211	1	the	the	DET
ejde-197	211	2	dfa	dfa	PROPN
ejde-197	211	3	exponent	exponent	PROPN
ejde-197	211	4	α	α	PROPN
ejde-197	211	5	and	and	CCONJ
ejde-197	211	6	the	the	DET
ejde-197	211	7	hurst	hurst	PROPN
ejde-197	211	8	parameter	parameter	PROPN
ejde-197	211	9	h	h	PROPN
ejde-197	211	10	are	be	AUX
ejde-197	211	11	related	relate	VERB
ejde-197	211	12	by	by	ADP
ejde-197	211	13	h	h	NOUN
ejde-197	211	14	=	=	SYM
ejde-197	211	15	{	{	PUNCT
ejde-197	211	16	α	α	NOUN
ejde-197	211	17	if	if	SCONJ
ejde-197	211	18	0	0	NUM
ejde-197	211	19	<	<	X
ejde-197	211	20	α	α	X
ejde-197	211	21	<	<	X
ejde-197	211	22	1	1	NUM
ejde-197	211	23	α−	α−	ADP
ejde-197	211	24	1	1	NUM
ejde-197	211	25	if	if	SCONJ
ejde-197	211	26	α	α	PRON
ejde-197	211	27	≥	≥	NOUN
ejde-197	211	28	1	1	NUM
ejde-197	211	29	.	.	PUNCT
ejde-197	212	1	(	(	PUNCT
ejde-197	212	2	4.1	4.1	NUM
ejde-197	212	3	)	)	PUNCT
ejde-197	212	4	4.2.3	4.2.3	NUM
ejde-197	212	5	.	.	PUNCT
ejde-197	212	6	diffusion	diffusion	NOUN
ejde-197	212	7	entropy	entropy	PROPN
ejde-197	212	8	analysis	analysis	PROPN
ejde-197	212	9	.	.	PUNCT
ejde-197	213	1	based	base	VERB
ejde-197	213	2	on	on	ADP
ejde-197	213	3	the	the	DET
ejde-197	213	4	direct	direct	ADJ
ejde-197	213	5	evaluation	evaluation	NOUN
ejde-197	213	6	of	of	ADP
ejde-197	213	7	the	the	DET
ejde-197	213	8	shannon	shannon	PROPN
ejde-197	213	9	entropy	entropy	PROPN
ejde-197	213	10	[	[	X
ejde-197	213	11	16	16	NUM
ejde-197	213	12	,	,	PUNCT
ejde-197	213	13	42	42	NUM
ejde-197	213	14	,	,	PUNCT
ejde-197	213	15	44	44	NUM
ejde-197	213	16	,	,	PUNCT
ejde-197	213	17	6	6	NUM
ejde-197	213	18	]	]	PUNCT
ejde-197	213	19	,	,	PUNCT
ejde-197	213	20	the	the	DET
ejde-197	213	21	diffusion	diffusion	NOUN
ejde-197	213	22	entropy	entropy	NOUN
ejde-197	213	23	analysis	analysis	NOUN
ejde-197	213	24	(	(	PUNCT
ejde-197	213	25	dea	dea	NOUN
ejde-197	213	26	)	)	PUNCT
ejde-197	213	27	is	be	AUX
ejde-197	213	28	a	a	DET
ejde-197	213	29	probability	probability	NOUN
ejde-197	213	30	density	density	NOUN
ejde-197	213	31	function	function	NOUN
ejde-197	213	32	(	(	PUNCT
ejde-197	213	33	pdf	pdf	NOUN
ejde-197	213	34	)	)	PUNCT
ejde-197	213	35	scaling	scale	VERB
ejde-197	213	36	method	method	NOUN
ejde-197	213	37	that	that	PRON
ejde-197	213	38	perceives	perceive	VERB
ejde-197	213	39	the	the	DET
ejde-197	213	40	numbers	number	NOUN
ejde-197	213	41	in	in	ADP
ejde-197	213	42	a	a	DET
ejde-197	213	43	time	time	NOUN
ejde-197	213	44	series	series	NOUN
ejde-197	213	45	as	as	ADP
ejde-197	213	46	the	the	DET
ejde-197	213	47	trajectory	trajectory	NOUN
ejde-197	213	48	of	of	ADP
ejde-197	213	49	a	a	DET
ejde-197	213	50	diffusion	diffusion	NOUN
ejde-197	213	51	process	process	NOUN
ejde-197	213	52	[	[	X
ejde-197	213	53	18	18	NUM
ejde-197	213	54	]	]	PUNCT
ejde-197	213	55	.	.	PUNCT
ejde-197	214	1	the	the	DET
ejde-197	214	2	scaling	scale	VERB
ejde-197	214	3	property	property	NOUN
ejde-197	214	4	for	for	ADP
ejde-197	214	5	the	the	DET
ejde-197	214	6	stationary	stationary	ADJ
ejde-197	214	7	time	time	NOUN
ejde-197	214	8	series	series	PROPN
ejde-197	214	9	takes	take	VERB
ejde-197	214	10	the	the	DET
ejde-197	214	11	form	form	NOUN
ejde-197	214	12	p(x	p(x	PROPN
ejde-197	214	13	,	,	PUNCT
ejde-197	214	14	t	t	PROPN
ejde-197	214	15	)	)	PUNCT
ejde-197	214	16	=	=	SYM
ejde-197	215	1	1	1	NUM
ejde-197	215	2	tδ	tδ	INTJ
ejde-197	215	3	f	f	X
ejde-197	216	1	(	(	PUNCT
ejde-197	216	2	x	x	NOUN
ejde-197	216	3	tδ	tδ	PROPN
ejde-197	216	4	)	)	PUNCT
ejde-197	216	5	,	,	PUNCT
ejde-197	216	6	(	(	PUNCT
ejde-197	216	7	4.2	4.2	NUM
ejde-197	216	8	)	)	PUNCT
ejde-197	216	9	where	where	SCONJ
ejde-197	216	10	x	x	PRON
ejde-197	216	11	denotes	denote	VERB
ejde-197	216	12	the	the	DET
ejde-197	216	13	diffusion	diffusion	NOUN
ejde-197	216	14	variable	variable	NOUN
ejde-197	216	15	,	,	PUNCT
ejde-197	216	16	p(x	p(x	PROPN
ejde-197	216	17	,	,	PUNCT
ejde-197	216	18	t	t	PROPN
ejde-197	216	19	)	)	PUNCT
ejde-197	216	20	is	be	AUX
ejde-197	216	21	its	its	PRON
ejde-197	216	22	pdf	pdf	NOUN
ejde-197	216	23	at	at	ADP
ejde-197	216	24	time	time	NOUN
ejde-197	216	25	t	t	PROPN
ejde-197	216	26	,	,	PUNCT
ejde-197	216	27	and	and	CCONJ
ejde-197	216	28	0	0	NUM
ejde-197	216	29	<	<	X
ejde-197	216	30	δ	δ	X
ejde-197	216	31	<	<	X
ejde-197	216	32	1	1	NUM
ejde-197	216	33	is	be	AUX
ejde-197	216	34	the	the	DET
ejde-197	216	35	scaling	scaling	ADJ
ejde-197	216	36	exponent	exponent	NOUN
ejde-197	216	37	.	.	PUNCT
ejde-197	217	1	the	the	DET
ejde-197	217	2	scaling	scale	VERB
ejde-197	217	3	property	property	NOUN
ejde-197	217	4	for	for	ADP
ejde-197	217	5	the	the	DET
ejde-197	217	6	non	non	ADJ
ejde-197	217	7	-	-	ADJ
ejde-197	217	8	stationary	stationary	ADJ
ejde-197	217	9	time	time	NOUN
ejde-197	217	10	series	series	NOUN
ejde-197	217	11	takes	take	VERB
ejde-197	217	12	the	the	DET
ejde-197	217	13	form	form	NOUN
ejde-197	217	14	p(x	p(x	PROPN
ejde-197	217	15	,	,	PUNCT
ejde-197	217	16	t	t	PROPN
ejde-197	217	17	)	)	PUNCT
ejde-197	217	18	=	=	NOUN
ejde-197	217	19	1	1	NUM
ejde-197	217	20	tδ(t	tδ(t	NUM
ejde-197	217	21	)	)	PUNCT
ejde-197	218	1	f	f	NOUN
ejde-197	218	2	(	(	PUNCT
ejde-197	218	3	x	x	NOUN
ejde-197	218	4	tδ(t	tδ(t	NUM
ejde-197	218	5	)	)	PUNCT
ejde-197	218	6	)	)	PUNCT
ejde-197	218	7	.	.	PUNCT
ejde-197	219	1	(	(	PUNCT
ejde-197	219	2	4.3	4.3	NUM
ejde-197	219	3	)	)	PUNCT
ejde-197	219	4	note	note	VERB
ejde-197	219	5	that	that	SCONJ
ejde-197	219	6	for	for	ADP
ejde-197	219	7	the	the	DET
ejde-197	219	8	stationary	stationary	ADJ
ejde-197	219	9	time	time	NOUN
ejde-197	219	10	series	series	PROPN
ejde-197	219	11	,	,	PUNCT
ejde-197	219	12	the	the	DET
ejde-197	219	13	parameter	parameter	PROPN
ejde-197	219	14	δ	δ	PROPN
ejde-197	219	15	in	in	ADP
ejde-197	219	16	equation	equation	NOUN
ejde-197	219	17	4.2	4.2	NUM
ejde-197	219	18	is	be	AUX
ejde-197	219	19	scalar	scalar	ADJ
ejde-197	219	20	,	,	PUNCT
ejde-197	219	21	whereas	whereas	SCONJ
ejde-197	219	22	for	for	ADP
ejde-197	219	23	the	the	DET
ejde-197	219	24	non	non	ADJ
ejde-197	219	25	-	-	ADJ
ejde-197	219	26	stationary	stationary	ADJ
ejde-197	219	27	time	time	NOUN
ejde-197	219	28	series	series	NOUN
ejde-197	219	29	,	,	PUNCT
ejde-197	219	30	the	the	DET
ejde-197	219	31	parameter	parameter	NOUN
ejde-197	219	32	δ(t	δ(t	PROPN
ejde-197	219	33	)	)	PUNCT
ejde-197	219	34	in	in	ADP
ejde-197	219	35	4.3	4.3	NUM
ejde-197	219	36	is	be	AUX
ejde-197	219	37	a	a	DET
ejde-197	219	38	function	function	NOUN
ejde-197	219	39	of	of	ADP
ejde-197	219	40	time	time	NOUN
ejde-197	219	41	[	[	X
ejde-197	219	42	42	42	NUM
ejde-197	219	43	]	]	PUNCT
ejde-197	219	44	.	.	PUNCT
ejde-197	220	1	we	we	PRON
ejde-197	220	2	recall	recall	VERB
ejde-197	220	3	that	that	SCONJ
ejde-197	220	4	a	a	DET
ejde-197	220	5	lévy	lévy	NUM
ejde-197	220	6	flight	flight	NOUN
ejde-197	220	7	is	be	AUX
ejde-197	220	8	a	a	DET
ejde-197	220	9	random	random	ADJ
ejde-197	220	10	walk	walk	NOUN
ejde-197	220	11	in	in	ADP
ejde-197	220	12	which	which	PRON
ejde-197	220	13	the	the	DET
ejde-197	220	14	step	step	NOUN
ejde-197	220	15	-	-	PUNCT
ejde-197	220	16	lengths	length	NOUN
ejde-197	220	17	follow	follow	VERB
ejde-197	220	18	a	a	DET
ejde-197	220	19	lévy	lévy	NUM
ejde-197	220	20	distribution	distribution	NOUN
ejde-197	220	21	.	.	PUNCT
ejde-197	221	1	the	the	DET
ejde-197	221	2	lévy	lévy	ADJ
ejde-197	221	3	distribution	distribution	NOUN
ejde-197	221	4	is	be	AUX
ejde-197	221	5	a	a	DET
ejde-197	221	6	probability	probability	NOUN
ejde-197	221	7	distribution	distribution	NOUN
ejde-197	221	8	that	that	PRON
ejde-197	221	9	is	be	AUX
ejde-197	221	10	heavy	heavy	ADV
ejde-197	221	11	-	-	PUNCT
ejde-197	221	12	tailed	tailed	ADJ
ejde-197	221	13	,	,	PUNCT
ejde-197	221	14	see	see	VERB
ejde-197	221	15	[	[	X
ejde-197	221	16	29	29	NUM
ejde-197	221	17	]	]	PUNCT
ejde-197	221	18	.	.	PUNCT
ejde-197	222	1	lévy	lévy	X
ejde-197	222	2	walks	walk	NOUN
ejde-197	222	3	have	have	AUX
ejde-197	222	4	been	be	AUX
ejde-197	222	5	studied	study	VERB
ejde-197	222	6	from	from	ADP
ejde-197	222	7	1937	1937	NUM
ejde-197	222	8	,	,	PUNCT
ejde-197	222	9	see	see	VERB
ejde-197	222	10	[	[	X
ejde-197	222	11	26	26	NUM
ejde-197	222	12	]	]	PUNCT
ejde-197	222	13	,	,	PUNCT
ejde-197	222	14	they	they	PRON
ejde-197	222	15	are	be	AUX
ejde-197	222	16	special	special	ADJ
ejde-197	222	17	forms	form	NOUN
ejde-197	222	18	of	of	ADP
ejde-197	222	19	random	random	ADJ
ejde-197	222	20	walks	walk	NOUN
ejde-197	222	21	.	.	PUNCT
ejde-197	223	1	both	both	DET
ejde-197	223	2	lévy	lévy	NUM
ejde-197	223	3	flights	flight	NOUN
ejde-197	223	4	and	and	CCONJ
ejde-197	223	5	lévy	lévy	NOUN
ejde-197	223	6	walks	walk	NOUN
ejde-197	223	7	are	be	AUX
ejde-197	223	8	named	name	VERB
ejde-197	223	9	after	after	ADP
ejde-197	223	10	the	the	DET
ejde-197	223	11	french	french	ADJ
ejde-197	223	12	mathematician	mathematician	NOUN
ejde-197	223	13	paul	paul	PROPN
ejde-197	223	14	lévy	lévy	PROPN
ejde-197	223	15	,	,	PUNCT
ejde-197	223	16	see	see	VERB
ejde-197	223	17	[	[	X
ejde-197	223	18	40	40	NUM
ejde-197	223	19	]	]	PUNCT
ejde-197	223	20	.	.	PUNCT
ejde-197	224	1	as	as	SCONJ
ejde-197	224	2	derived	derive	VERB
ejde-197	224	3	in	in	ADP
ejde-197	224	4	[	[	X
ejde-197	224	5	42	42	NUM
ejde-197	224	6	,	,	PUNCT
ejde-197	224	7	43	43	NUM
ejde-197	224	8	]	]	PUNCT
ejde-197	224	9	,	,	PUNCT
ejde-197	224	10	a	a	DET
ejde-197	224	11	diffusion	diffusion	NOUN
ejde-197	224	12	process	process	NOUN
ejde-197	224	13	generated	generate	VERB
ejde-197	224	14	by	by	ADP
ejde-197	224	15	lévy	lévy	X
ejde-197	224	16	walk	walk	NOUN
ejde-197	224	17	characterization	characterization	NOUN
ejde-197	224	18	follows	follow	VERB
ejde-197	224	19	the	the	DET
ejde-197	224	20	relation	relation	NOUN
ejde-197	224	21	δ	δ	NOUN
ejde-197	224	22	=	=	PUNCT
ejde-197	224	23	1	1	NUM
ejde-197	224	24	3−	3−	NUM
ejde-197	224	25	2(h	2(h	NUM
ejde-197	224	26	,	,	PUNCT
ejde-197	224	27	α	α	NOUN
ejde-197	224	28	)	)	PUNCT
ejde-197	224	29	.	.	PUNCT
ejde-197	225	1	(	(	PUNCT
ejde-197	225	2	4.4	4.4	NUM
ejde-197	225	3	)	)	PUNCT
ejde-197	225	4	the	the	DET
ejde-197	225	5	variables	variable	NOUN
ejde-197	225	6	(	(	PUNCT
ejde-197	225	7	h	h	NOUN
ejde-197	225	8	,	,	PUNCT
ejde-197	225	9	α	α	NOUN
ejde-197	225	10	)	)	PUNCT
ejde-197	225	11	in	in	ADP
ejde-197	225	12	(	(	PUNCT
ejde-197	225	13	4.4	4.4	NUM
ejde-197	225	14	)	)	PUNCT
ejde-197	225	15	indicates	indicate	VERB
ejde-197	225	16	either	either	CCONJ
ejde-197	225	17	h	h	NOUN
ejde-197	225	18	or	or	CCONJ
ejde-197	225	19	α	α	NOUN
ejde-197	225	20	will	will	AUX
ejde-197	225	21	be	be	AUX
ejde-197	225	22	used	use	VERB
ejde-197	225	23	in	in	ADP
ejde-197	225	24	equation	equation	NOUN
ejde-197	225	25	(	(	PUNCT
ejde-197	225	26	4.4	4.4	NUM
ejde-197	225	27	)	)	PUNCT
ejde-197	225	28	.	.	PUNCT
ejde-197	226	1	recall	recall	VERB
ejde-197	226	2	that	that	PRON
ejde-197	226	3	h	h	NOUN
ejde-197	226	4	represents	represent	VERB
ejde-197	226	5	the	the	DET
ejde-197	226	6	scaling	scale	VERB
ejde-197	226	7	exponent	exponent	NOUN
ejde-197	226	8	from	from	ADP
ejde-197	226	9	the	the	DET
ejde-197	226	10	rescaled	rescaled	ADJ
ejde-197	226	11	range	range	NOUN
ejde-197	226	12	analysis	analysis	NOUN
ejde-197	226	13	,	,	PUNCT
ejde-197	226	14	while	while	SCONJ
ejde-197	226	15	α	α	PRON
ejde-197	226	16	represents	represent	VERB
ejde-197	226	17	the	the	DET
ejde-197	226	18	scaling	scale	VERB
ejde-197	226	19	exponent	exponent	NOUN
ejde-197	226	20	from	from	ADP
ejde-197	226	21	the	the	DET
ejde-197	226	22	detrended	detrende	VERB
ejde-197	226	23	fluctuation	fluctuation	NOUN
ejde-197	226	24	analysis	analysis	NOUN
ejde-197	226	25	.	.	PUNCT
ejde-197	227	1	202	202	NUM
ejde-197	227	2	m.	m.	NOUN
ejde-197	227	3	c.	c.	PROPN
ejde-197	227	4	mariani	mariani	PROPN
ejde-197	227	5	,	,	PUNCT
ejde-197	227	6	p.	p.	PROPN
ejde-197	227	7	k.	k.	PROPN
ejde-197	227	8	asante	asante	PROPN
ejde-197	227	9	,	,	PUNCT
ejde-197	227	10	w.	w.	PROPN
ejde-197	227	11	kubin	kubin	PROPN
ejde-197	227	12	,	,	PUNCT
ejde-197	227	13	.	.	PUNCT
ejde-197	227	14	.	.	PUNCT
ejde-197	227	15	.	.	PUNCT
ejde-197	228	1	ejde	ejde	NOUN
ejde-197	228	2	/	/	SYM
ejde-197	228	3	si/02	si/02	PROPN
ejde-197	228	4	if	if	SCONJ
ejde-197	228	5	δ	δ	PROPN
ejde-197	228	6	=	=	PRON
ejde-197	228	7	(	(	PUNCT
ejde-197	228	8	h	h	NOUN
ejde-197	228	9	,	,	PUNCT
ejde-197	228	10	α	α	NOUN
ejde-197	228	11	)	)	PUNCT
ejde-197	228	12	=	=	SYM
ejde-197	228	13	0.5	0.5	NUM
ejde-197	228	14	,	,	PUNCT
ejde-197	228	15	the	the	DET
ejde-197	228	16	time	time	NOUN
ejde-197	228	17	series	series	PROPN
ejde-197	228	18	can	can	AUX
ejde-197	228	19	be	be	AUX
ejde-197	228	20	characterized	characterize	VERB
ejde-197	228	21	by	by	ADP
ejde-197	228	22	fractional	fractional	ADJ
ejde-197	228	23	brownian	brownian	ADJ
ejde-197	228	24	motion	motion	NOUN
ejde-197	228	25	(	(	PUNCT
ejde-197	228	26	fbm	fbm	NOUN
ejde-197	228	27	)	)	PUNCT
ejde-197	228	28	,	,	PUNCT
ejde-197	228	29	since	since	SCONJ
ejde-197	228	30	the	the	DET
ejde-197	228	31	variance	variance	NOUN
ejde-197	228	32	methods	method	NOUN
ejde-197	228	33	are	be	AUX
ejde-197	228	34	based	base	VERB
ejde-197	228	35	subtly	subtly	ADV
ejde-197	228	36	on	on	ADP
ejde-197	228	37	the	the	DET
ejde-197	228	38	gaussian	gaussian	ADJ
ejde-197	228	39	assumption	assumption	NOUN
ejde-197	228	40	[	[	X
ejde-197	228	41	19	19	NUM
ejde-197	228	42	,	,	PUNCT
ejde-197	228	43	20	20	NUM
ejde-197	228	44	]	]	PUNCT
ejde-197	228	45	.	.	PUNCT
ejde-197	229	1	however	however	ADV
ejde-197	229	2	,	,	PUNCT
ejde-197	229	3	if	if	SCONJ
ejde-197	229	4	δ	δ	PROPN
ejde-197	229	5	6=	6=	PROPN
ejde-197	229	6	(	(	PUNCT
ejde-197	229	7	h	h	NOUN
ejde-197	229	8	,	,	PUNCT
ejde-197	229	9	α	α	NOUN
ejde-197	229	10	)	)	PUNCT
ejde-197	229	11	and	and	CCONJ
ejde-197	229	12	equation	equation	NOUN
ejde-197	229	13	(	(	PUNCT
ejde-197	229	14	4.4	4.4	NUM
ejde-197	229	15	)	)	PUNCT
ejde-197	229	16	holds	hold	VERB
ejde-197	229	17	,	,	PUNCT
ejde-197	229	18	then	then	ADV
ejde-197	229	19	the	the	DET
ejde-197	229	20	time	time	NOUN
ejde-197	229	21	series	series	PROPN
ejde-197	229	22	can	can	AUX
ejde-197	229	23	be	be	AUX
ejde-197	229	24	characterized	characterize	VERB
ejde-197	229	25	by	by	ADP
ejde-197	229	26	lévy	lévy	NOUN
ejde-197	229	27	statistics	statistic	NOUN
ejde-197	229	28	in	in	ADP
ejde-197	229	29	particular	particular	ADJ
ejde-197	229	30	a	a	DET
ejde-197	229	31	lévy	lévy	NOUN
ejde-197	229	32	walk	walk	NOUN
ejde-197	229	33	.	.	PUNCT
ejde-197	230	1	now	now	ADV
ejde-197	230	2	,	,	PUNCT
ejde-197	230	3	if	if	SCONJ
ejde-197	230	4	δ	δ	PROPN
ejde-197	230	5	6=	6=	PROPN
ejde-197	230	6	(	(	PUNCT
ejde-197	230	7	h	h	NOUN
ejde-197	230	8	,	,	PUNCT
ejde-197	230	9	α	α	NOUN
ejde-197	230	10	)	)	PUNCT
ejde-197	230	11	and	and	CCONJ
ejde-197	230	12	equation	equation	NOUN
ejde-197	230	13	(	(	PUNCT
ejde-197	230	14	4.4	4.4	NUM
ejde-197	230	15	)	)	PUNCT
ejde-197	230	16	does	do	AUX
ejde-197	230	17	not	not	PART
ejde-197	230	18	hold	hold	VERB
ejde-197	230	19	,	,	PUNCT
ejde-197	230	20	then	then	ADV
ejde-197	230	21	the	the	DET
ejde-197	230	22	time	time	NOUN
ejde-197	230	23	series	series	PROPN
ejde-197	230	24	can	can	AUX
ejde-197	230	25	be	be	AUX
ejde-197	230	26	characterized	characterize	VERB
ejde-197	230	27	by	by	ADP
ejde-197	230	28	a	a	DET
ejde-197	230	29	lévy	lévy	NUM
ejde-197	230	30	flight	flight	NOUN
ejde-197	230	31	.	.	PUNCT
ejde-197	231	1	4.2.4	4.2.4	X
ejde-197	231	2	.	.	PUNCT
ejde-197	231	3	estimation	estimation	NOUN
ejde-197	231	4	procedure	procedure	NOUN
ejde-197	231	5	.	.	PUNCT
ejde-197	232	1	in	in	ADP
ejde-197	232	2	this	this	DET
ejde-197	232	3	subsection	subsection	NOUN
ejde-197	232	4	,	,	PUNCT
ejde-197	232	5	we	we	PRON
ejde-197	232	6	describe	describe	VERB
ejde-197	232	7	the	the	DET
ejde-197	232	8	estimation	estimation	NOUN
ejde-197	232	9	technique	technique	NOUN
ejde-197	232	10	for	for	ADP
ejde-197	232	11	the	the	DET
ejde-197	232	12	scaling	scaling	ADJ
ejde-197	232	13	exponent	exponent	NOUN
ejde-197	232	14	δ	δ	PROPN
ejde-197	232	15	.	.	PUNCT
ejde-197	233	1	we	we	PRON
ejde-197	233	2	first	first	ADV
ejde-197	233	3	present	present	VERB
ejde-197	233	4	a	a	DET
ejde-197	233	5	brief	brief	ADJ
ejde-197	233	6	background	background	NOUN
ejde-197	233	7	on	on	ADP
ejde-197	233	8	the	the	DET
ejde-197	233	9	shannon	shannon	PROPN
ejde-197	233	10	entropy	entropy	PROPN
ejde-197	233	11	used	use	VERB
ejde-197	233	12	for	for	ADP
ejde-197	233	13	estimating	estimate	VERB
ejde-197	233	14	δ	δ	PROPN
ejde-197	233	15	.	.	PUNCT
ejde-197	234	1	4.2.5	4.2.5	X
ejde-197	234	2	.	.	PUNCT
ejde-197	234	3	shannon	shannon	PROPN
ejde-197	234	4	entropy	entropy	PROPN
ejde-197	234	5	.	.	PUNCT
ejde-197	235	1	rudolph	rudolph	PROPN
ejde-197	235	2	clausius	clausius	PROPN
ejde-197	235	3	developed	develop	VERB
ejde-197	235	4	the	the	DET
ejde-197	235	5	concept	concept	NOUN
ejde-197	235	6	of	of	ADP
ejde-197	235	7	entropy	entropy	NOUN
ejde-197	235	8	in	in	ADP
ejde-197	235	9	1865	1865	NUM
ejde-197	235	10	,	,	PUNCT
ejde-197	235	11	a	a	DET
ejde-197	235	12	few	few	ADJ
ejde-197	235	13	years	year	NOUN
ejde-197	235	14	after	after	SCONJ
ejde-197	235	15	he	he	PRON
ejde-197	235	16	stated	state	VERB
ejde-197	235	17	the	the	DET
ejde-197	235	18	laws	law	NOUN
ejde-197	235	19	of	of	ADP
ejde-197	235	20	thermodynamics	thermodynamic	NOUN
ejde-197	235	21	[	[	X
ejde-197	235	22	21	21	NUM
ejde-197	235	23	,	,	PUNCT
ejde-197	235	24	22	22	NUM
ejde-197	235	25	]	]	PUNCT
ejde-197	235	26	.	.	PUNCT
ejde-197	236	1	entropy	entropy	PROPN
ejde-197	236	2	is	be	AUX
ejde-197	236	3	an	an	DET
ejde-197	236	4	indicator	indicator	NOUN
ejde-197	236	5	of	of	ADP
ejde-197	236	6	the	the	DET
ejde-197	236	7	lack	lack	NOUN
ejde-197	236	8	of	of	ADP
ejde-197	236	9	information	information	NOUN
ejde-197	236	10	about	about	ADP
ejde-197	236	11	the	the	DET
ejde-197	236	12	measure	measure	NOUN
ejde-197	236	13	of	of	ADP
ejde-197	236	14	an	an	DET
ejde-197	236	15	event	event	NOUN
ejde-197	236	16	that	that	PRON
ejde-197	236	17	occurs	occur	VERB
ejde-197	236	18	with	with	ADP
ejde-197	236	19	probability	probability	NOUN
ejde-197	236	20	p	p	X
ejde-197	236	21	,	,	PUNCT
ejde-197	236	22	[	[	X
ejde-197	236	23	21	21	NUM
ejde-197	236	24	]	]	PUNCT
ejde-197	236	25	.	.	PUNCT
ejde-197	237	1	other	other	ADJ
ejde-197	237	2	types	type	NOUN
ejde-197	237	3	of	of	ADP
ejde-197	237	4	entropies	entropy	NOUN
ejde-197	237	5	are	be	AUX
ejde-197	237	6	the	the	DET
ejde-197	237	7	kolmogorov	kolmogorov	PROPN
ejde-197	237	8	-	-	PUNCT
ejde-197	237	9	sinai	sinai	PROPN
ejde-197	237	10	entropy	entropy	PROPN
ejde-197	237	11	,	,	PUNCT
ejde-197	237	12	the	the	DET
ejde-197	237	13	renyi	renyi	PROPN
ejde-197	237	14	entropy	entropy	PROPN
ejde-197	237	15	and	and	CCONJ
ejde-197	237	16	the	the	DET
ejde-197	237	17	tsallis	tsallis	PROPN
ejde-197	237	18	entropy	entropy	VERB
ejde-197	237	19	[	[	X
ejde-197	237	20	21	21	NUM
ejde-197	237	21	,	,	PUNCT
ejde-197	237	22	42	42	NUM
ejde-197	237	23	,	,	PUNCT
ejde-197	237	24	44	44	NUM
ejde-197	237	25	]	]	PUNCT
ejde-197	237	26	.	.	PUNCT
ejde-197	238	1	the	the	DET
ejde-197	238	2	shannon	shannon	PROPN
ejde-197	238	3	entropy	entropy	PROPN
ejde-197	238	4	measures	measure	VERB
ejde-197	238	5	information	information	NOUN
ejde-197	238	6	of	of	ADP
ejde-197	238	7	a	a	DET
ejde-197	238	8	probability	probability	NOUN
ejde-197	238	9	distribution	distribution	NOUN
ejde-197	238	10	as	as	ADP
ejde-197	238	11	s(t	s(t	PROPN
ejde-197	238	12	)	)	PUNCT
ejde-197	238	13	=	=	PUNCT
ejde-197	239	1	−	−	PROPN
ejde-197	239	2	n∑	n∑	NOUN
ejde-197	239	3	1	1	NUM
ejde-197	239	4	pi	pi	NOUN
ejde-197	239	5	log	log	NOUN
ejde-197	239	6	pi	pi	NOUN
ejde-197	239	7	.	.	PUNCT
ejde-197	240	1	(	(	PUNCT
ejde-197	240	2	4.5	4.5	NUM
ejde-197	240	3	)	)	PUNCT
ejde-197	240	4	the	the	DET
ejde-197	240	5	summation	summation	NOUN
ejde-197	240	6	is	be	AUX
ejde-197	240	7	replaced	replace	VERB
ejde-197	240	8	by	by	ADP
ejde-197	240	9	the	the	DET
ejde-197	240	10	integral	integral	NOUN
ejde-197	240	11	in	in	ADP
ejde-197	240	12	the	the	DET
ejde-197	240	13	case	case	NOUN
ejde-197	240	14	of	of	ADP
ejde-197	240	15	continuous	continuous	ADJ
ejde-197	240	16	probability	probability	NOUN
ejde-197	240	17	distributions	distribution	NOUN
ejde-197	240	18	.	.	PUNCT
ejde-197	241	1	the	the	DET
ejde-197	241	2	above	above	ADJ
ejde-197	241	3	equation	equation	NOUN
ejde-197	241	4	derives	derive	VERB
ejde-197	241	5	the	the	DET
ejde-197	241	6	log	log	NOUN
ejde-197	241	7	equation	equation	NOUN
ejde-197	241	8	determining	determine	VERB
ejde-197	241	9	the	the	DET
ejde-197	241	10	dea	dea	PROPN
ejde-197	241	11	δ	δ	PROPN
ejde-197	241	12	scaling	scaling	NOUN
ejde-197	241	13	.	.	PUNCT
ejde-197	242	1	we	we	PRON
ejde-197	242	2	present	present	VERB
ejde-197	242	3	below	below	ADP
ejde-197	242	4	the	the	DET
ejde-197	242	5	process	process	NOUN
ejde-197	242	6	for	for	ADP
ejde-197	242	7	estimating	estimate	VERB
ejde-197	242	8	δ	δ	PROPN
ejde-197	242	9	:	:	PUNCT
ejde-197	242	10	•	•	NUM
ejde-197	242	11	first	first	ADV
ejde-197	242	12	,	,	PUNCT
ejde-197	242	13	we	we	PRON
ejde-197	242	14	transform	transform	VERB
ejde-197	242	15	the	the	DET
ejde-197	242	16	time	time	NOUN
ejde-197	242	17	series	series	NOUN
ejde-197	242	18	into	into	ADP
ejde-197	242	19	a	a	DET
ejde-197	242	20	diffusion	diffusion	NOUN
ejde-197	242	21	process	process	NOUN
ejde-197	242	22	.	.	PUNCT
ejde-197	243	1	see	see	VERB
ejde-197	243	2	[	[	X
ejde-197	243	3	42	42	NUM
ejde-197	243	4	,	,	PUNCT
ejde-197	243	5	43	43	NUM
ejde-197	243	6	]	]	PUNCT
ejde-197	243	7	.	.	PUNCT
ejde-197	244	1	•	•	INTJ
ejde-197	244	2	we	we	PRON
ejde-197	244	3	compute	compute	VERB
ejde-197	244	4	shannon	shannon	PROPN
ejde-197	244	5	’s	’s	PART
ejde-197	244	6	entropy	entropy	NOUN
ejde-197	244	7	of	of	ADP
ejde-197	244	8	the	the	DET
ejde-197	244	9	diffusion	diffusion	NOUN
ejde-197	244	10	process	process	NOUN
ejde-197	244	11	.	.	PUNCT
ejde-197	245	1	a	a	DET
ejde-197	245	2	log	log	NOUN
ejde-197	245	3	-	-	PUNCT
ejde-197	245	4	linear	linear	NOUN
ejde-197	245	5	equation	equation	NOUN
ejde-197	245	6	or	or	CCONJ
ejde-197	245	7	log	log	NOUN
ejde-197	245	8	-	-	PUNCT
ejde-197	245	9	quadratic	quadratic	ADJ
ejde-197	245	10	equation	equation	NOUN
ejde-197	245	11	is	be	AUX
ejde-197	245	12	derived	derive	VERB
ejde-197	245	13	from	from	ADP
ejde-197	245	14	the	the	DET
ejde-197	245	15	shannon	shannon	PROPN
ejde-197	245	16	entropy	entropy	PROPN
ejde-197	245	17	by	by	ADP
ejde-197	245	18	substituting	substitute	VERB
ejde-197	245	19	equations	equation	NOUN
ejde-197	245	20	(	(	PUNCT
ejde-197	245	21	4.2))and(4.3	4.2))and(4.3	NUM
ejde-197	245	22	)	)	PUNCT
ejde-197	245	23	)	)	PUNCT
ejde-197	245	24	respectively	respectively	ADV
ejde-197	245	25	into	into	ADP
ejde-197	245	26	equation	equation	NOUN
ejde-197	245	27	(	(	PUNCT
ejde-197	245	28	4.5	4.5	NUM
ejde-197	245	29	)	)	PUNCT
ejde-197	245	30	.	.	PUNCT
ejde-197	246	1	the	the	DET
ejde-197	246	2	reader	reader	NOUN
ejde-197	246	3	is	be	AUX
ejde-197	246	4	invited	invite	VERB
ejde-197	246	5	to	to	PART
ejde-197	246	6	read	read	VERB
ejde-197	246	7	[	[	X
ejde-197	246	8	3	3	NUM
ejde-197	246	9	,	,	PUNCT
ejde-197	246	10	32	32	NUM
ejde-197	246	11	,	,	PUNCT
ejde-197	246	12	42	42	NUM
ejde-197	246	13	,	,	PUNCT
ejde-197	246	14	43	43	NUM
ejde-197	246	15	]	]	PUNCT
ejde-197	246	16	for	for	ADP
ejde-197	246	17	further	further	ADJ
ejde-197	246	18	information	information	NOUN
ejde-197	246	19	on	on	ADP
ejde-197	246	20	the	the	DET
ejde-197	246	21	shannon	shannon	PROPN
ejde-197	246	22	entropy	entropy	PROPN
ejde-197	246	23	,	,	PUNCT
ejde-197	246	24	transformation	transformation	NOUN
ejde-197	246	25	of	of	ADP
ejde-197	246	26	time	time	NOUN
ejde-197	246	27	series	series	PROPN
ejde-197	246	28	into	into	ADP
ejde-197	246	29	diffusion	diffusion	NOUN
ejde-197	246	30	processes	process	NOUN
ejde-197	246	31	and	and	CCONJ
ejde-197	246	32	the	the	DET
ejde-197	246	33	derivation	derivation	NOUN
ejde-197	246	34	of	of	ADP
ejde-197	246	35	the	the	DET
ejde-197	246	36	shannon	shannon	PROPN
ejde-197	246	37	entropy	entropy	PROPN
ejde-197	246	38	for	for	ADP
ejde-197	246	39	the	the	DET
ejde-197	246	40	stationary	stationary	ADJ
ejde-197	246	41	and	and	CCONJ
ejde-197	246	42	non	non	ADJ
ejde-197	246	43	-	-	ADJ
ejde-197	246	44	stationary	stationary	ADJ
ejde-197	246	45	series	series	NOUN
ejde-197	246	46	.	.	PUNCT
ejde-197	247	1	now	now	ADV
ejde-197	247	2	,	,	PUNCT
ejde-197	247	3	simplifying	simplify	VERB
ejde-197	247	4	the	the	DET
ejde-197	247	5	result	result	NOUN
ejde-197	247	6	from	from	ADP
ejde-197	247	7	the	the	DET
ejde-197	247	8	substitutions	substitution	NOUN
ejde-197	247	9	,	,	PUNCT
ejde-197	247	10	we	we	PRON
ejde-197	247	11	have	have	VERB
ejde-197	247	12	the	the	DET
ejde-197	247	13	relation	relation	NOUN
ejde-197	247	14	for	for	ADP
ejde-197	247	15	stationary	stationary	ADJ
ejde-197	247	16	time	time	NOUN
ejde-197	247	17	series	series	NOUN
ejde-197	247	18	given	give	VERB
ejde-197	247	19	by	by	ADP
ejde-197	247	20	s(t	s(t	PROPN
ejde-197	247	21	)	)	PUNCT
ejde-197	247	22	=	=	PRON
ejde-197	247	23	a+	a+	PUNCT
ejde-197	247	24	δ	δ	PROPN
ejde-197	247	25	log(t	log(t	PROPN
ejde-197	247	26	)	)	PUNCT
ejde-197	247	27	.	.	PUNCT
ejde-197	248	1	(	(	PUNCT
ejde-197	248	2	4.6	4.6	NUM
ejde-197	248	3	)	)	PUNCT
ejde-197	248	4	for	for	ADP
ejde-197	248	5	the	the	DET
ejde-197	248	6	non	non	ADJ
ejde-197	248	7	-	-	ADJ
ejde-197	248	8	stationary	stationary	ADJ
ejde-197	248	9	series	series	NOUN
ejde-197	248	10	,	,	PUNCT
ejde-197	248	11	the	the	DET
ejde-197	248	12	relation	relation	NOUN
ejde-197	248	13	is	be	AUX
ejde-197	248	14	s(t	s(t	PROPN
ejde-197	248	15	)	)	PUNCT
ejde-197	249	1	=	=	PRON
ejde-197	249	2	a+	a+	PUNCT
ejde-197	249	3	δ(t)τ	δ(t)τ	PROPN
ejde-197	249	4	,	,	PUNCT
ejde-197	249	5	(	(	PUNCT
ejde-197	249	6	4.7	4.7	NUM
ejde-197	249	7	)	)	PUNCT
ejde-197	249	8	where	where	SCONJ
ejde-197	249	9	δ(t	δ(t	VERB
ejde-197	249	10	)	)	PUNCT
ejde-197	249	11	=	=	SYM
ejde-197	249	12	δ0	δ0	NOUN
ejde-197	249	13	+	+	CCONJ
ejde-197	249	14	η	η	PROPN
ejde-197	249	15	log(t	log(t	PROPN
ejde-197	249	16	)	)	PUNCT
ejde-197	249	17	,	,	PUNCT
ejde-197	249	18	and	and	CCONJ
ejde-197	249	19	τ	τ	PROPN
ejde-197	249	20	=	=	SYM
ejde-197	249	21	log(t	log(t	PROPN
ejde-197	249	22	)	)	PUNCT
ejde-197	249	23	with	with	ADP
ejde-197	249	24	η	η	PROPN
ejde-197	249	25	log(t	log(t	PROPN
ejde-197	249	26	)	)	PUNCT
ejde-197	249	27	<	<	X
ejde-197	249	28	1	1	NUM
ejde-197	249	29	−	−	NOUN
ejde-197	249	30	δ0	δ0	NOUN
ejde-197	249	31	and	and	CCONJ
ejde-197	249	32	δ0	δ0	NOUN
ejde-197	249	33	and	and	CCONJ
ejde-197	249	34	η	η	PROPN
ejde-197	249	35	are	be	AUX
ejde-197	249	36	constants	constant	NOUN
ejde-197	249	37	.	.	PUNCT
ejde-197	250	1	substituting	substitute	VERB
ejde-197	250	2	δ(t	δ(t	PROPN
ejde-197	250	3	)	)	PUNCT
ejde-197	250	4	and	and	CCONJ
ejde-197	250	5	τ	τ	PROPN
ejde-197	250	6	gives	give	VERB
ejde-197	250	7	us	we	PRON
ejde-197	250	8	s(t	s(t	PROPN
ejde-197	250	9	)	)	PUNCT
ejde-197	251	1	=	=	PRON
ejde-197	251	2	a+	a+	PUNCT
ejde-197	251	3	δ0	δ0	NOUN
ejde-197	251	4	log(t	log(t	PROPN
ejde-197	251	5	)	)	PUNCT
ejde-197	251	6	+	+	CCONJ
ejde-197	251	7	η	η	PROPN
ejde-197	251	8	log2(t	log2(t	NUM
ejde-197	251	9	)	)	PUNCT
ejde-197	251	10	.	.	PUNCT
ejde-197	252	1	we	we	PRON
ejde-197	252	2	assume	assume	VERB
ejde-197	252	3	there	there	PRON
ejde-197	252	4	exists	exist	VERB
ejde-197	252	5	some	some	DET
ejde-197	252	6	constant	constant	ADJ
ejde-197	252	7	k	k	NOUN
ejde-197	252	8	multiplying	multiply	VERB
ejde-197	252	9	log(t	log(t	NOUN
ejde-197	252	10	)	)	PUNCT
ejde-197	252	11	such	such	ADJ
ejde-197	252	12	that	that	SCONJ
ejde-197	252	13	η	η	PROPN
ejde-197	252	14	=	=	SYM
ejde-197	252	15	1	1	NUM
ejde-197	252	16	−	−	NOUN
ejde-197	252	17	δ0	δ0	NOUN
ejde-197	252	18	and	and	CCONJ
ejde-197	252	19	equation	equation	NOUN
ejde-197	252	20	(	(	PUNCT
ejde-197	252	21	4.7	4.7	NUM
ejde-197	252	22	)	)	PUNCT
ejde-197	252	23	becomes	become	VERB
ejde-197	252	24	s(t	s(t	PROPN
ejde-197	252	25	)	)	PUNCT
ejde-197	253	1	=	=	PRON
ejde-197	253	2	a+	a+	PUNCT
ejde-197	253	3	δ0	δ0	NOUN
ejde-197	253	4	log(t)−k	log(t)−k	PROPN
ejde-197	253	5	log(t	log(t	PROPN
ejde-197	253	6	)	)	PUNCT
ejde-197	253	7	+	+	CCONJ
ejde-197	253	8	(	(	PUNCT
ejde-197	253	9	1−	1−	NUM
ejde-197	253	10	δ0	δ0	NOUN
ejde-197	253	11	)	)	PUNCT
ejde-197	253	12	log2(t	log2(t	NUM
ejde-197	253	13	)	)	PUNCT
ejde-197	253	14	.	.	PUNCT
ejde-197	254	1	this	this	DET
ejde-197	254	2	simplifies	simplifie	NOUN
ejde-197	254	3	to	to	PART
ejde-197	254	4	s(t	s(t	VERB
ejde-197	254	5	)	)	PUNCT
ejde-197	255	1	=	=	PRON
ejde-197	255	2	a+	a+	PUNCT
ejde-197	255	3	(	(	PUNCT
ejde-197	255	4	δ0	δ0	NOUN
ejde-197	255	5	−k	−k	ADJ
ejde-197	255	6	)	)	PUNCT
ejde-197	255	7	log(t	log(t	NOUN
ejde-197	255	8	)	)	PUNCT
ejde-197	255	9	+	+	CCONJ
ejde-197	255	10	(	(	PUNCT
ejde-197	255	11	1−	1−	NUM
ejde-197	255	12	δ0)(log(t))2	δ0)(log(t))2	PROPN
ejde-197	255	13	.	.	PUNCT
ejde-197	256	1	(	(	PUNCT
ejde-197	256	2	4.8	4.8	NUM
ejde-197	256	3	)	)	PUNCT
ejde-197	256	4	ejde-2023	ejde-2023	ADJ
ejde-197	256	5	/	/	SYM
ejde-197	256	6	si/02	si/02	PROPN
ejde-197	256	7	ornstein	ornstein	PROPN
ejde-197	256	8	-	-	PUNCT
ejde-197	256	9	uhlenbeck	uhlenbeck	PROPN
ejde-197	256	10	model	model	NOUN
ejde-197	256	11	203	203	NUM
ejde-197	256	12	thus	thus	ADV
ejde-197	256	13	,	,	PUNCT
ejde-197	256	14	by	by	ADP
ejde-197	256	15	fitting	fit	VERB
ejde-197	256	16	a	a	DET
ejde-197	256	17	log	log	NOUN
ejde-197	256	18	-	-	PUNCT
ejde-197	256	19	quadratic	quadratic	ADJ
ejde-197	256	20	model	model	NOUN
ejde-197	256	21	in	in	ADP
ejde-197	256	22	the	the	DET
ejde-197	256	23	non	non	ADJ
ejde-197	256	24	-	-	ADJ
ejde-197	256	25	stationary	stationary	ADJ
ejde-197	256	26	series	series	NOUN
ejde-197	256	27	and	and	CCONJ
ejde-197	256	28	a	a	DET
ejde-197	256	29	log	log	NOUN
ejde-197	256	30	-	-	PUNCT
ejde-197	256	31	linear	linear	NOUN
ejde-197	256	32	model	model	NOUN
ejde-197	256	33	in	in	ADP
ejde-197	256	34	the	the	DET
ejde-197	256	35	stationary	stationary	ADJ
ejde-197	256	36	series	series	NOUN
ejde-197	256	37	,	,	PUNCT
ejde-197	256	38	we	we	PRON
ejde-197	256	39	can	can	AUX
ejde-197	256	40	determine	determine	VERB
ejde-197	256	41	the	the	DET
ejde-197	256	42	δ	δ	PROPN
ejde-197	256	43	(	(	PUNCT
ejde-197	256	44	or	or	CCONJ
ejde-197	256	45	δ0	δ0	NOUN
ejde-197	256	46	)	)	PUNCT
ejde-197	256	47	scaling	scaling	NOUN
ejde-197	256	48	.	.	PUNCT
ejde-197	257	1	at	at	ADP
ejde-197	257	2	t	t	NOUN
ejde-197	257	3	=	=	SYM
ejde-197	257	4	1	1	NUM
ejde-197	257	5	,	,	PUNCT
ejde-197	257	6	it	it	PRON
ejde-197	257	7	is	be	AUX
ejde-197	257	8	clear	clear	ADJ
ejde-197	257	9	that	that	SCONJ
ejde-197	257	10	the	the	DET
ejde-197	257	11	constant	constant	ADJ
ejde-197	257	12	a	a	PRON
ejde-197	257	13	in	in	ADP
ejde-197	257	14	both	both	DET
ejde-197	257	15	equations	equation	NOUN
ejde-197	257	16	(	(	PUNCT
ejde-197	257	17	4.6	4.6	NUM
ejde-197	257	18	)	)	PUNCT
ejde-197	257	19	and	and	CCONJ
ejde-197	257	20	(	(	PUNCT
ejde-197	257	21	4.7	4.7	NUM
ejde-197	257	22	)	)	PUNCT
ejde-197	257	23	is	be	AUX
ejde-197	257	24	given	give	VERB
ejde-197	257	25	by	by	ADP
ejde-197	257	26	s(1	s(1	PROPN
ejde-197	257	27	)	)	PUNCT
ejde-197	257	28	.	.	PUNCT
ejde-197	258	1	we	we	PRON
ejde-197	258	2	derive	derive	VERB
ejde-197	258	3	the	the	DET
ejde-197	258	4	δ	δ	PROPN
ejde-197	258	5	(	(	PUNCT
ejde-197	258	6	or	or	CCONJ
ejde-197	258	7	δ0	δ0	NOUN
ejde-197	258	8	)	)	PUNCT
ejde-197	258	9	by	by	ADP
ejde-197	258	10	estimating	estimate	VERB
ejde-197	258	11	the	the	DET
ejde-197	258	12	slope	slope	NOUN
ejde-197	258	13	of	of	ADP
ejde-197	258	14	the	the	DET
ejde-197	258	15	above	above	ADJ
ejde-197	258	16	linear	linear	ADJ
ejde-197	258	17	-	-	PUNCT
ejde-197	258	18	log	log	NOUN
ejde-197	258	19	equation	equation	NOUN
ejde-197	258	20	or	or	CCONJ
ejde-197	258	21	the	the	DET
ejde-197	258	22	coefficients	coefficient	NOUN
ejde-197	258	23	from	from	ADP
ejde-197	258	24	the	the	DET
ejde-197	258	25	quadratic	quadratic	ADJ
ejde-197	258	26	-	-	PUNCT
ejde-197	258	27	log	log	NOUN
ejde-197	258	28	equation	equation	NOUN
ejde-197	258	29	.	.	PUNCT
ejde-197	259	1	for	for	ADP
ejde-197	259	2	details	detail	NOUN
ejde-197	259	3	of	of	ADP
ejde-197	259	4	the	the	DET
ejde-197	259	5	algorithm	algorithm	NOUN
ejde-197	259	6	used	use	VERB
ejde-197	259	7	when	when	SCONJ
ejde-197	259	8	transforming	transform	VERB
ejde-197	259	9	the	the	DET
ejde-197	259	10	series	series	NOUN
ejde-197	259	11	into	into	ADP
ejde-197	259	12	a	a	DET
ejde-197	259	13	diffusion	diffusion	NOUN
ejde-197	259	14	process	process	NOUN
ejde-197	259	15	,	,	PUNCT
ejde-197	259	16	we	we	PRON
ejde-197	259	17	refer	refer	VERB
ejde-197	259	18	the	the	DET
ejde-197	259	19	reader	reader	NOUN
ejde-197	259	20	to	to	ADP
ejde-197	259	21	[	[	X
ejde-197	259	22	35	35	NUM
ejde-197	259	23	,	,	PUNCT
ejde-197	259	24	42	42	NUM
ejde-197	259	25	]	]	PUNCT
ejde-197	259	26	.	.	PUNCT
ejde-197	260	1	4.3	4.3	NUM
ejde-197	260	2	.	.	PUNCT
ejde-197	260	3	scaling	scale	VERB
ejde-197	260	4	exponents	exponent	NOUN
ejde-197	260	5	.	.	PUNCT
ejde-197	261	1	now	now	ADV
ejde-197	261	2	,	,	PUNCT
ejde-197	261	3	we	we	PRON
ejde-197	261	4	apply	apply	VERB
ejde-197	261	5	the	the	DET
ejde-197	261	6	variance	variance	NOUN
ejde-197	261	7	scaling	scale	VERB
ejde-197	261	8	methods	method	NOUN
ejde-197	261	9	(	(	PUNCT
ejde-197	261	10	rescaled	rescaled	ADJ
ejde-197	261	11	range	range	NOUN
ejde-197	261	12	analysis	analysis	NOUN
ejde-197	261	13	and	and	CCONJ
ejde-197	261	14	detrended	detrende	VERB
ejde-197	261	15	fluctuation	fluctuation	NOUN
ejde-197	261	16	analysis	analysis	NOUN
ejde-197	261	17	)	)	PUNCT
ejde-197	261	18	and	and	CCONJ
ejde-197	261	19	the	the	DET
ejde-197	261	20	pdf	pdf	NOUN
ejde-197	261	21	scaling	scaling	NOUN
ejde-197	261	22	method	method	NOUN
ejde-197	261	23	(	(	PUNCT
ejde-197	261	24	diffusion	diffusion	NOUN
ejde-197	261	25	entropy	entropy	NOUN
ejde-197	261	26	analysis	analysis	NOUN
ejde-197	261	27	)	)	PUNCT
ejde-197	261	28	to	to	PART
ejde-197	261	29	compute	compute	VERB
ejde-197	261	30	the	the	DET
ejde-197	261	31	scaling	scale	VERB
ejde-197	261	32	exponents	exponent	NOUN
ejde-197	261	33	of	of	ADP
ejde-197	261	34	the	the	DET
ejde-197	261	35	data	datum	NOUN
ejde-197	261	36	under	under	ADP
ejde-197	261	37	consideration	consideration	NOUN
ejde-197	261	38	.	.	PUNCT
ejde-197	262	1	we	we	PRON
ejde-197	262	2	characterize	characterize	VERB
ejde-197	262	3	the	the	DET
ejde-197	262	4	time	time	NOUN
ejde-197	262	5	series	series	NOUN
ejde-197	262	6	as	as	ADP
ejde-197	262	7	gaussian	gaussian	NOUN
ejde-197	262	8	,	,	PUNCT
ejde-197	262	9	lévy	lévy	X
ejde-197	262	10	walk	walk	VERB
ejde-197	262	11	,	,	PUNCT
ejde-197	262	12	or	or	CCONJ
ejde-197	262	13	lévy	lévy	NUM
ejde-197	262	14	flight	flight	NOUN
ejde-197	262	15	using	use	VERB
ejde-197	262	16	the	the	DET
ejde-197	262	17	scaling	scale	VERB
ejde-197	262	18	methods	method	NOUN
ejde-197	262	19	and	and	CCONJ
ejde-197	262	20	equation	equation	NOUN
ejde-197	262	21	(	(	PUNCT
ejde-197	262	22	4.4	4.4	NUM
ejde-197	262	23	)	)	PUNCT
ejde-197	262	24	discussed	discuss	VERB
ejde-197	262	25	earlier	early	ADV
ejde-197	262	26	.	.	PUNCT
ejde-197	263	1	the	the	DET
ejde-197	263	2	characterization	characterization	NOUN
ejde-197	263	3	approach	approach	NOUN
ejde-197	263	4	of	of	ADP
ejde-197	263	5	the	the	DET
ejde-197	263	6	time	time	NOUN
ejde-197	263	7	series	series	NOUN
ejde-197	263	8	has	have	AUX
ejde-197	263	9	been	be	AUX
ejde-197	263	10	extensively	extensively	ADV
ejde-197	263	11	discussed	discuss	VERB
ejde-197	263	12	in	in	ADP
ejde-197	263	13	[	[	X
ejde-197	263	14	32	32	NUM
ejde-197	263	15	,	,	PUNCT
ejde-197	263	16	3	3	NUM
ejde-197	263	17	]	]	PUNCT
ejde-197	263	18	.	.	PUNCT
ejde-197	264	1	table	table	NOUN
ejde-197	264	2	1	1	NUM
ejde-197	264	3	.	.	PUNCT
ejde-197	265	1	scaling	scale	VERB
ejde-197	265	2	exponents	exponent	NOUN
ejde-197	265	3	for	for	ADP
ejde-197	265	4	financial	financial	ADJ
ejde-197	265	5	time	time	NOUN
ejde-197	265	6	series	series	PROPN
ejde-197	265	7	obtained	obtain	VERB
ejde-197	265	8	using	use	VERB
ejde-197	265	9	the	the	DET
ejde-197	265	10	rescaled	rescaled	ADJ
ejde-197	265	11	range	range	NOUN
ejde-197	265	12	analysis	analysis	NOUN
ejde-197	265	13	,	,	PUNCT
ejde-197	265	14	the	the	DET
ejde-197	265	15	detrended	detrende	VERB
ejde-197	265	16	fluctuation	fluctuation	NOUN
ejde-197	265	17	analysis	analysis	NOUN
ejde-197	265	18	and	and	CCONJ
ejde-197	265	19	the	the	DET
ejde-197	265	20	diffusion	diffusion	NOUN
ejde-197	265	21	entropy	entropy	NOUN
ejde-197	265	22	analysis	analysis	NOUN
ejde-197	265	23	.	.	PUNCT
ejde-197	266	1	the	the	DET
ejde-197	266	2	δlevy(r	δlevy(r	PROPN
ejde-197	266	3	/	/	SYM
ejde-197	266	4	s)=	s)=	NOUN
ejde-197	266	5	1	1	NUM
ejde-197	266	6	3−2h	3−2h	NUM
ejde-197	266	7	and	and	CCONJ
ejde-197	266	8	δlevy(dfa)=	δlevy(dfa)=	PROPN
ejde-197	266	9	1	1	NUM
ejde-197	266	10	3−2α	3−2α	NUM
ejde-197	266	11	are	be	AUX
ejde-197	266	12	obtained	obtain	VERB
ejde-197	266	13	from	from	ADP
ejde-197	266	14	equation	equation	NOUN
ejde-197	266	15	4.4	4.4	NUM
ejde-197	266	16	data	datum	NOUN
ejde-197	266	17	r	r	NOUN
ejde-197	266	18	/	/	SYM
ejde-197	266	19	s(h	s(h	PROPN
ejde-197	266	20	)	)	PUNCT
ejde-197	266	21	dfa	dfa	PROPN
ejde-197	266	22	(	(	PUNCT
ejde-197	266	23	α	α	NOUN
ejde-197	266	24	)	)	PUNCT
ejde-197	266	25	dea(δ	dea(δ	ADJ
ejde-197	266	26	)	)	PUNCT
ejde-197	266	27	δlevy	δlevy	NOUN
ejde-197	266	28	(	(	PUNCT
ejde-197	266	29	r	r	NOUN
ejde-197	266	30	/	/	SYM
ejde-197	266	31	s	s	NOUN
ejde-197	266	32	)	)	PUNCT
ejde-197	266	33	δlevy	δlevy	NOUN
ejde-197	266	34	(	(	PUNCT
ejde-197	266	35	dfa	dfa	NOUN
ejde-197	266	36	)	)	PUNCT
ejde-197	266	37	afterm9	afterm9	NOUN
ejde-197	266	38	0.3149	0.3149	NUM
ejde-197	267	1	0.6518	0.6518	NUM
ejde-197	267	2	0.77046	0.77046	NUM
ejde-197	267	3	0.4219	0.4219	NUM
ejde-197	267	4	0.5895	0.5895	NUM
ejde-197	267	5	fbm	fbm	NOUN
ejde-197	267	6	0.2928	0.2928	NUM
ejde-197	267	7	0.4992	0.4992	NUM
ejde-197	267	8	0.4986	0.4986	NUM
ejde-197	267	9	0.4142	0.4142	NUM
ejde-197	267	10	0.5	0.5	NUM
ejde-197	267	11	nasdaq	nasdaq	PROPN
ejde-197	267	12	0.5829	0.5829	NUM
ejde-197	267	13	0.4298	0.4298	NUM
ejde-197	267	14	0.4989	0.4989	NUM
ejde-197	267	15	0.5452	0.5452	NUM
ejde-197	267	16	0.4672	0.4672	NUM
ejde-197	267	17	remark	remark	NOUN
ejde-197	267	18	4.1	4.1	NUM
ejde-197	267	19	.	.	PUNCT
ejde-197	268	1	after	after	ADP
ejde-197	268	2	running	run	VERB
ejde-197	268	3	the	the	DET
ejde-197	268	4	characterization	characterization	NOUN
ejde-197	268	5	procedure	procedure	NOUN
ejde-197	268	6	developed	develop	VERB
ejde-197	268	7	in	in	ADP
ejde-197	268	8	[	[	X
ejde-197	268	9	32	32	NUM
ejde-197	268	10	]	]	PUNCT
ejde-197	268	11	,	,	PUNCT
ejde-197	268	12	we	we	PRON
ejde-197	268	13	obtain	obtain	VERB
ejde-197	268	14	the	the	DET
ejde-197	268	15	characterization	characterization	NOUN
ejde-197	268	16	of	of	ADP
ejde-197	268	17	the	the	DET
ejde-197	268	18	nasdaq	nasdaq	NOUN
ejde-197	268	19	,	,	PUNCT
ejde-197	268	20	earthquake	earthquake	NOUN
ejde-197	268	21	data	datum	NOUN
ejde-197	268	22	,	,	PUNCT
ejde-197	268	23	and	and	CCONJ
ejde-197	268	24	simulated	simulate	VERB
ejde-197	268	25	fbm	fbm	NOUN
ejde-197	268	26	as	as	ADP
ejde-197	268	27	lévy	lévy	X
ejde-197	268	28	walk	walk	VERB
ejde-197	268	29	,	,	PUNCT
ejde-197	268	30	lévy	lévy	X
ejde-197	268	31	flight	flight	NOUN
ejde-197	268	32	,	,	PUNCT
ejde-197	268	33	and	and	CCONJ
ejde-197	268	34	gaussian	gaussian	ADJ
ejde-197	268	35	processes	process	NOUN
ejde-197	268	36	,	,	PUNCT
ejde-197	268	37	respectively	respectively	ADV
ejde-197	268	38	.	.	PUNCT
ejde-197	269	1	since	since	SCONJ
ejde-197	269	2	all	all	DET
ejde-197	269	3	three	three	NUM
ejde-197	269	4	scaling	scale	VERB
ejde-197	269	5	methods	method	NOUN
ejde-197	269	6	are	be	AUX
ejde-197	269	7	obtained	obtain	VERB
ejde-197	269	8	using	use	VERB
ejde-197	269	9	numerical	numerical	ADJ
ejde-197	269	10	approximations	approximation	NOUN
ejde-197	269	11	,	,	PUNCT
ejde-197	269	12	we	we	PRON
ejde-197	269	13	may	may	AUX
ejde-197	269	14	not	not	PART
ejde-197	269	15	get	get	VERB
ejde-197	269	16	two	two	NUM
ejde-197	269	17	scaling	scale	VERB
ejde-197	269	18	exponents	exponent	NOUN
ejde-197	269	19	to	to	PART
ejde-197	269	20	be	be	AUX
ejde-197	269	21	the	the	DET
ejde-197	269	22	same	same	ADJ
ejde-197	269	23	.	.	PUNCT
ejde-197	270	1	for	for	ADP
ejde-197	270	2	example	example	NOUN
ejde-197	270	3	,	,	PUNCT
ejde-197	270	4	for	for	ADP
ejde-197	270	5	the	the	DET
ejde-197	270	6	simulated	simulated	ADJ
ejde-197	270	7	fbm	fbm	NOUN
ejde-197	270	8	,	,	PUNCT
ejde-197	270	9	the	the	DET
ejde-197	270	10	α	α	PROPN
ejde-197	270	11	value	value	NOUN
ejde-197	270	12	obtained	obtain	VERB
ejde-197	270	13	in	in	ADP
ejde-197	270	14	the	the	DET
ejde-197	270	15	dfa	dfa	NOUN
ejde-197	270	16	is	be	AUX
ejde-197	270	17	0.4992	0.4992	NUM
ejde-197	270	18	,	,	PUNCT
ejde-197	270	19	while	while	SCONJ
ejde-197	270	20	the	the	DET
ejde-197	270	21	δ	δ	PROPN
ejde-197	270	22	value	value	NOUN
ejde-197	270	23	obtained	obtain	VERB
ejde-197	270	24	in	in	ADP
ejde-197	270	25	the	the	DET
ejde-197	270	26	dea	dea	NOUN
ejde-197	270	27	is	be	AUX
ejde-197	270	28	0.4986	0.4986	NUM
ejde-197	270	29	.	.	PUNCT
ejde-197	271	1	both	both	PRON
ejde-197	271	2	are	be	AUX
ejde-197	271	3	approximately	approximately	ADV
ejde-197	271	4	0.5	0.5	NUM
ejde-197	271	5	,	,	PUNCT
ejde-197	271	6	but	but	CCONJ
ejde-197	271	7	not	not	PART
ejde-197	271	8	equal	equal	ADJ
ejde-197	271	9	;	;	PUNCT
ejde-197	271	10	thus	thus	ADV
ejde-197	271	11	,	,	PUNCT
ejde-197	271	12	we	we	PRON
ejde-197	271	13	apply	apply	VERB
ejde-197	271	14	a	a	DET
ejde-197	271	15	(	(	PUNCT
ejde-197	271	16	−0.06	−0.06	NOUN
ejde-197	271	17	,	,	PUNCT
ejde-197	271	18	0.06	0.06	NUM
ejde-197	271	19	)	)	PUNCT
ejde-197	271	20	adjustment	adjustment	NOUN
ejde-197	271	21	to	to	ADP
ejde-197	271	22	the	the	DET
ejde-197	271	23	scaling	scale	VERB
ejde-197	271	24	exponents	exponent	NOUN
ejde-197	271	25	obtained	obtain	VERB
ejde-197	271	26	from	from	ADP
ejde-197	271	27	our	our	PRON
ejde-197	271	28	simulations	simulation	NOUN
ejde-197	271	29	.	.	PUNCT
ejde-197	272	1	this	this	DET
ejde-197	272	2	adjustment	adjustment	NOUN
ejde-197	272	3	interval	interval	NOUN
ejde-197	272	4	is	be	AUX
ejde-197	272	5	chosen	choose	VERB
ejde-197	272	6	arbitrarily	arbitrarily	ADV
ejde-197	272	7	.	.	PUNCT
ejde-197	273	1	furthermore	furthermore	ADV
ejde-197	273	2	,	,	PUNCT
ejde-197	273	3	despite	despite	SCONJ
ejde-197	273	4	the	the	DET
ejde-197	273	5	fact	fact	NOUN
ejde-197	273	6	that	that	SCONJ
ejde-197	273	7	the	the	DET
ejde-197	273	8	computed	computed	ADJ
ejde-197	273	9	δlevy(r	δlevy(r	PROPN
ejde-197	273	10	/	/	SYM
ejde-197	273	11	s	s	PART
ejde-197	273	12	)	)	PUNCT
ejde-197	273	13	is	be	AUX
ejde-197	273	14	approximately	approximately	ADV
ejde-197	273	15	0.5	0.5	NUM
ejde-197	273	16	after	after	ADP
ejde-197	273	17	adjustments	adjustment	NOUN
ejde-197	273	18	,	,	PUNCT
ejde-197	273	19	the	the	DET
ejde-197	273	20	r	r	NOUN
ejde-197	273	21	/	/	SYM
ejde-197	273	22	s	s	NOUN
ejde-197	273	23	method	method	NOUN
ejde-197	273	24	fails	fail	VERB
ejde-197	273	25	to	to	PART
ejde-197	273	26	compute	compute	VERB
ejde-197	273	27	the	the	DET
ejde-197	273	28	correct	correct	ADJ
ejde-197	273	29	scaling	scaling	NOUN
ejde-197	273	30	exponent	exponent	NOUN
ejde-197	273	31	for	for	ADP
ejde-197	273	32	the	the	DET
ejde-197	273	33	simulated	simulate	VERB
ejde-197	273	34	fbm	fbm	NOUN
ejde-197	273	35	.	.	PUNCT
ejde-197	274	1	the	the	DET
ejde-197	274	2	r	r	NOUN
ejde-197	274	3	/	/	SYM
ejde-197	274	4	s	s	NOUN
ejde-197	274	5	method	method	NOUN
ejde-197	274	6	fails	fail	VERB
ejde-197	274	7	to	to	PART
ejde-197	274	8	correctly	correctly	ADV
ejde-197	274	9	estimate	estimate	VERB
ejde-197	274	10	the	the	DET
ejde-197	274	11	scaling	scaling	ADJ
ejde-197	274	12	exponent	exponent	NOUN
ejde-197	274	13	due	due	ADP
ejde-197	274	14	to	to	ADP
ejde-197	274	15	the	the	DET
ejde-197	274	16	non	non	ADJ
ejde-197	274	17	-	-	NOUN
ejde-197	274	18	stationarity	stationarity	NOUN
ejde-197	274	19	of	of	ADP
ejde-197	274	20	the	the	DET
ejde-197	274	21	simulated	simulated	ADJ
ejde-197	274	22	fbm	fbm	NOUN
ejde-197	274	23	.	.	PROPN
ejde-197	274	24	5	5	NUM
ejde-197	274	25	.	.	X
ejde-197	274	26	results	result	VERB
ejde-197	274	27	this	this	DET
ejde-197	274	28	section	section	NOUN
ejde-197	274	29	presents	present	VERB
ejde-197	274	30	the	the	DET
ejde-197	274	31	results	result	NOUN
ejde-197	274	32	from	from	ADP
ejde-197	274	33	applying	apply	VERB
ejde-197	274	34	the	the	DET
ejde-197	274	35	proposed	propose	VERB
ejde-197	274	36	background	background	NOUN
ejde-197	274	37	driving	driving	NOUN
ejde-197	274	38	process	process	NOUN
ejde-197	274	39	(	(	PUNCT
ejde-197	274	40	bdp	bdp	PROPN
ejde-197	274	41	)	)	PUNCT
ejde-197	274	42	in	in	ADP
ejde-197	274	43	modeling	modeling	NOUN
ejde-197	274	44	with	with	ADP
ejde-197	274	45	the	the	DET
ejde-197	274	46	3	3	NUM
ejde-197	274	47	-	-	PUNCT
ejde-197	274	48	component	component	NOUN
ejde-197	274	49	superposed	superpose	VERB
ejde-197	274	50	ornstein	ornstein	PROPN
ejde-197	274	51	-	-	PUNCT
ejde-197	274	52	uhlenbeck	uhlenbeck	PROPN
ejde-197	274	53	equation	equation	NOUN
ejde-197	274	54	,	,	PUNCT
ejde-197	274	55	i.e.	i.e.	X
ejde-197	274	56	,	,	PUNCT
ejde-197	274	57	the	the	DET
ejde-197	274	58	superposition	superposition	NOUN
ejde-197	274	59	of	of	ADP
ejde-197	274	60	three	three	NUM
ejde-197	274	61	ornstein	ornstein	ADJ
ejde-197	274	62	-	-	PUNCT
ejde-197	274	63	uhlenbeck	uhlenbeck	PROPN
ejde-197	274	64	processes	process	NOUN
ejde-197	274	65	(	(	PUNCT
ejde-197	274	66	2.11	2.11	NUM
ejde-197	274	67	)	)	PUNCT
ejde-197	274	68	to	to	PART
ejde-197	274	69	solve	solve	VERB
ejde-197	274	70	the	the	DET
ejde-197	274	71	stochastic	stochastic	ADJ
ejde-197	274	72	differential	differential	ADJ
ejde-197	274	73	equation	equation	NOUN
ejde-197	274	74	in	in	ADP
ejde-197	274	75	(	(	PUNCT
ejde-197	274	76	2.9	2.9	NUM
ejde-197	274	77	)	)	PUNCT
ejde-197	274	78	.	.	PUNCT
ejde-197	275	1	we	we	PRON
ejde-197	275	2	further	far	ADV
ejde-197	275	3	compare	compare	VERB
ejde-197	275	4	results	result	NOUN
ejde-197	275	5	to	to	ADP
ejde-197	275	6	modeling	model	VERB
ejde-197	275	7	the	the	DET
ejde-197	275	8	data	datum	NOUN
ejde-197	275	9	with	with	ADP
ejde-197	275	10	the	the	DET
ejde-197	275	11	two	two	NUM
ejde-197	275	12	other	other	ADJ
ejde-197	275	13	processes	process	NOUN
ejde-197	275	14	discussed	discuss	VERB
ejde-197	275	15	to	to	PART
ejde-197	275	16	ascertain	ascertain	VERB
ejde-197	275	17	the	the	DET
ejde-197	275	18	effect	effect	NOUN
ejde-197	275	19	of	of	ADP
ejde-197	275	20	the	the	DET
ejde-197	275	21	background	background	NOUN
ejde-197	275	22	driving	driving	NOUN
ejde-197	275	23	process	process	NOUN
ejde-197	275	24	(	(	PUNCT
ejde-197	275	25	bdp	bdp	PROPN
ejde-197	275	26	)	)	PUNCT
ejde-197	275	27	on	on	ADP
ejde-197	275	28	the	the	DET
ejde-197	275	29	model	model	NOUN
ejde-197	275	30	performance	performance	NOUN
ejde-197	275	31	.	.	PUNCT
ejde-197	276	1	204	204	NUM
ejde-197	276	2	m.	m.	NOUN
ejde-197	276	3	c.	c.	PROPN
ejde-197	276	4	mariani	mariani	PROPN
ejde-197	276	5	,	,	PUNCT
ejde-197	276	6	p.	p.	PROPN
ejde-197	276	7	k.	k.	PROPN
ejde-197	276	8	asante	asante	PROPN
ejde-197	276	9	,	,	PUNCT
ejde-197	276	10	w.	w.	PROPN
ejde-197	276	11	kubin	kubin	PROPN
ejde-197	276	12	,	,	PUNCT
ejde-197	276	13	.	.	PUNCT
ejde-197	276	14	.	.	PUNCT
ejde-197	276	15	.	.	PUNCT
ejde-197	277	1	ejde	ejde	NOUN
ejde-197	277	2	/	/	SYM
ejde-197	277	3	si/02	si/02	PROPN
ejde-197	277	4	5.1	5.1	NUM
ejde-197	277	5	.	.	PUNCT
ejde-197	277	6	model	model	PROPN
ejde-197	277	7	simulation	simulation	PROPN
ejde-197	277	8	.	.	PUNCT
ejde-197	278	1	this	this	DET
ejde-197	278	2	section	section	NOUN
ejde-197	278	3	presents	present	VERB
ejde-197	278	4	our	our	PRON
ejde-197	278	5	simulation	simulation	NOUN
ejde-197	278	6	of	of	ADP
ejde-197	278	7	the	the	DET
ejde-197	278	8	3	3	NUM
ejde-197	278	9	-	-	PUNCT
ejde-197	278	10	component	component	NOUN
ejde-197	278	11	superposed	superpose	VERB
ejde-197	278	12	ornstein	ornstein	PROPN
ejde-197	278	13	-	-	PUNCT
ejde-197	278	14	uhlenbeck	uhlenbeck	PROPN
ejde-197	278	15	model	model	NOUN
ejde-197	278	16	[	[	X
ejde-197	278	17	33	33	NUM
ejde-197	278	18	]	]	PUNCT
ejde-197	278	19	.	.	PUNCT
ejde-197	279	1	the	the	DET
ejde-197	279	2	solution	solution	NOUN
ejde-197	279	3	of	of	ADP
ejde-197	279	4	the	the	DET
ejde-197	279	5	proposed	propose	VERB
ejde-197	279	6	ornsteinuhlenbeck	ornsteinuhlenbeck	NOUN
ejde-197	279	7	stochastic	stochastic	ADJ
ejde-197	279	8	differential	differential	NOUN
ejde-197	279	9	equation	equation	NOUN
ejde-197	279	10	in	in	ADP
ejde-197	279	11	2.11	2.11	NUM
ejde-197	279	12	is	be	AUX
ejde-197	279	13	used	use	VERB
ejde-197	279	14	to	to	PART
ejde-197	279	15	simulate	simulate	VERB
ejde-197	279	16	the	the	DET
ejde-197	279	17	process	process	NOUN
ejde-197	279	18	.	.	PUNCT
ejde-197	280	1	we	we	PRON
ejde-197	280	2	simulate	simulate	VERB
ejde-197	280	3	our	our	PRON
ejde-197	280	4	ornstein	ornstein	PROPN
ejde-197	280	5	-	-	PUNCT
ejde-197	280	6	uhlenbeck	uhlenbeck	PROPN
ejde-197	280	7	stochastic	stochastic	ADJ
ejde-197	280	8	differential	differential	NOUN
ejde-197	280	9	equation	equation	NOUN
ejde-197	280	10	model	model	NOUN
ejde-197	280	11	solutions	solution	NOUN
ejde-197	280	12	via	via	ADP
ejde-197	280	13	the	the	DET
ejde-197	280	14	brownian	brownian	ADJ
ejde-197	280	15	motion	motion	NOUN
ejde-197	280	16	,	,	PUNCT
ejde-197	280	17	inverse	inverse	NOUN
ejde-197	280	18	-	-	PUNCT
ejde-197	280	19	gaussian(a	gaussian(a	PROPN
ejde-197	280	20	,	,	PUNCT
ejde-197	280	21	b	b	NOUN
ejde-197	280	22	)	)	PUNCT
ejde-197	280	23	and	and	CCONJ
ejde-197	280	24	the	the	DET
ejde-197	280	25	gamma(a	gamma(a	PROPN
ejde-197	280	26	,	,	PUNCT
ejde-197	280	27	b	b	NOUN
ejde-197	280	28	)	)	PUNCT
ejde-197	280	29	process	process	NOUN
ejde-197	280	30	.	.	PUNCT
ejde-197	281	1	for	for	ADP
ejde-197	281	2	the	the	DET
ejde-197	281	3	inverse	inverse	NOUN
ejde-197	281	4	-	-	PUNCT
ejde-197	281	5	gaussian(a	gaussian(a	PROPN
ejde-197	281	6	,	,	PUNCT
ejde-197	281	7	b	b	NOUN
ejde-197	281	8	)	)	PUNCT
ejde-197	281	9	,	,	PUNCT
ejde-197	281	10	a	a	PRON
ejde-197	281	11	is	be	AUX
ejde-197	281	12	the	the	DET
ejde-197	281	13	mean	mean	NOUN
ejde-197	281	14	and	and	CCONJ
ejde-197	281	15	b	b	NOUN
ejde-197	281	16	is	be	AUX
ejde-197	281	17	the	the	DET
ejde-197	281	18	rate	rate	NOUN
ejde-197	281	19	parameter	parameter	NOUN
ejde-197	281	20	,	,	PUNCT
ejde-197	281	21	while	while	SCONJ
ejde-197	281	22	for	for	ADP
ejde-197	281	23	the	the	DET
ejde-197	281	24	gamma(a	gamma(a	PROPN
ejde-197	281	25	,	,	PUNCT
ejde-197	281	26	b	b	NOUN
ejde-197	281	27	)	)	PUNCT
ejde-197	281	28	,	,	PUNCT
ejde-197	281	29	a	a	PRON
ejde-197	281	30	is	be	AUX
ejde-197	281	31	the	the	DET
ejde-197	281	32	shape	shape	NOUN
ejde-197	281	33	parameter	parameter	NOUN
ejde-197	281	34	and	and	CCONJ
ejde-197	281	35	b	b	NOUN
ejde-197	281	36	is	be	AUX
ejde-197	281	37	the	the	DET
ejde-197	281	38	rate	rate	NOUN
ejde-197	281	39	parameter	parameter	NOUN
ejde-197	281	40	.	.	PUNCT
ejde-197	282	1	we	we	PRON
ejde-197	282	2	determine	determine	VERB
ejde-197	282	3	the	the	DET
ejde-197	282	4	model	model	NOUN
ejde-197	282	5	’s	’s	PART
ejde-197	282	6	performance	performance	NOUN
ejde-197	282	7	by	by	ADP
ejde-197	282	8	computing	compute	VERB
ejde-197	282	9	the	the	DET
ejde-197	282	10	root	root	NOUN
ejde-197	282	11	mean	mean	VERB
ejde-197	282	12	squared	square	VERB
ejde-197	282	13	errors	error	NOUN
ejde-197	282	14	.	.	PUNCT
ejde-197	283	1	table	table	NOUN
ejde-197	283	2	2	2	NUM
ejde-197	283	3	summarizes	summarize	NOUN
ejde-197	283	4	the	the	DET
ejde-197	283	5	numerical	numerical	ADJ
ejde-197	283	6	results	result	NOUN
ejde-197	283	7	of	of	ADP
ejde-197	283	8	simulating	simulate	VERB
ejde-197	283	9	each	each	DET
ejde-197	283	10	data	datum	NOUN
ejde-197	283	11	set	set	VERB
ejde-197	283	12	.	.	PUNCT
ejde-197	284	1	we	we	PRON
ejde-197	284	2	have	have	AUX
ejde-197	284	3	utilized	utilize	VERB
ejde-197	284	4	both	both	CCONJ
ejde-197	284	5	r	r	NOUN
ejde-197	284	6	and	and	CCONJ
ejde-197	284	7	matlab	matlab	PROPN
ejde-197	284	8	software	software	NOUN
ejde-197	284	9	in	in	ADP
ejde-197	284	10	the	the	DET
ejde-197	284	11	simulation	simulation	NOUN
ejde-197	284	12	of	of	ADP
ejde-197	284	13	our	our	PRON
ejde-197	284	14	model	model	NOUN
ejde-197	284	15	.	.	PUNCT
ejde-197	285	1	table	table	NOUN
ejde-197	285	2	2	2	NUM
ejde-197	285	3	.	.	X
ejde-197	285	4	error	error	NOUN
ejde-197	285	5	estimates	estimate	NOUN
ejde-197	285	6	obtained	obtain	VERB
ejde-197	285	7	from	from	ADP
ejde-197	285	8	the	the	DET
ejde-197	285	9	model	model	NOUN
ejde-197	285	10	simulation	simulation	NOUN
ejde-197	285	11	of	of	ADP
ejde-197	285	12	the	the	DET
ejde-197	285	13	remaining	remain	VERB
ejde-197	285	14	one	one	NUM
ejde-197	285	15	third	third	NOUN
ejde-197	285	16	of	of	ADP
ejde-197	285	17	each	each	DET
ejde-197	285	18	data	datum	NOUN
ejde-197	285	19	set	set	VERB
ejde-197	285	20	using	use	VERB
ejde-197	285	21	the	the	DET
ejde-197	285	22	inversegaussian(a	inversegaussian(a	PROPN
ejde-197	285	23	,	,	PUNCT
ejde-197	285	24	b	b	NOUN
ejde-197	285	25	)	)	PUNCT
ejde-197	285	26	,	,	PUNCT
ejde-197	285	27	the	the	DET
ejde-197	285	28	gamma(a	gamma(a	PROPN
ejde-197	285	29	,	,	PUNCT
ejde-197	285	30	b	b	NOUN
ejde-197	285	31	)	)	PUNCT
ejde-197	285	32	and	and	CCONJ
ejde-197	285	33	the	the	DET
ejde-197	285	34	brownian	brownian	ADJ
ejde-197	285	35	motion	motion	NOUN
ejde-197	285	36	as	as	ADP
ejde-197	285	37	background	background	NOUN
ejde-197	285	38	processes	process	NOUN
ejde-197	285	39	.	.	PUNCT
ejde-197	286	1	data	datum	NOUN
ejde-197	286	2	inverse	inverse	NOUN
ejde-197	286	3	-	-	PUNCT
ejde-197	286	4	gaussian(a	gaussian(a	PROPN
ejde-197	286	5	,	,	PUNCT
ejde-197	286	6	b	b	NOUN
ejde-197	286	7	)	)	PUNCT
ejde-197	286	8	gamma(a	gamma(a	PROPN
ejde-197	286	9	,	,	PUNCT
ejde-197	286	10	b	b	NOUN
ejde-197	286	11	)	)	PUNCT
ejde-197	286	12	brownian	brownian	ADJ
ejde-197	286	13	motion	motion	NOUN
ejde-197	286	14	nasdaq	nasdaq	PROPN
ejde-197	286	15	0.0286	0.0286	NUM
ejde-197	286	16	0.25774	0.25774	NUM
ejde-197	286	17	1.5939	1.5939	NUM
ejde-197	286	18	afterm9	afterm9	NOUN
ejde-197	286	19	0.0488	0.0488	NUM
ejde-197	286	20	0.8037	0.8037	NUM
ejde-197	286	21	1.3796	1.3796	NUM
ejde-197	286	22	fbm	fbm	NOUN
ejde-197	286	23	1.0525	1.0525	NUM
ejde-197	286	24	1.4037	1.4037	NUM
ejde-197	286	25	0.478	0.478	NUM
ejde-197	286	26	5.2	5.2	NUM
ejde-197	286	27	.	.	PUNCT
ejde-197	286	28	discussion	discussion	NOUN
ejde-197	286	29	.	.	PUNCT
ejde-197	287	1	the	the	DET
ejde-197	287	2	error	error	NOUN
ejde-197	287	3	estimates	estimate	NOUN
ejde-197	287	4	are	be	AUX
ejde-197	287	5	compared	compare	VERB
ejde-197	287	6	in	in	ADP
ejde-197	287	7	this	this	DET
ejde-197	287	8	section	section	NOUN
ejde-197	287	9	,	,	PUNCT
ejde-197	287	10	with	with	ADP
ejde-197	287	11	smaller	small	ADJ
ejde-197	287	12	error	error	NOUN
ejde-197	287	13	values	value	NOUN
ejde-197	287	14	implying	imply	VERB
ejde-197	287	15	better	well	ADJ
ejde-197	287	16	performance	performance	NOUN
ejde-197	287	17	.	.	PUNCT
ejde-197	288	1	recall	recall	VERB
ejde-197	288	2	that	that	SCONJ
ejde-197	288	3	in	in	ADP
ejde-197	288	4	this	this	DET
ejde-197	288	5	study	study	NOUN
ejde-197	288	6	,	,	PUNCT
ejde-197	288	7	the	the	DET
ejde-197	288	8	lévy	lévy	X
ejde-197	288	9	driven	drive	VERB
ejde-197	288	10	models	model	NOUN
ejde-197	288	11	use	use	VERB
ejde-197	288	12	either	either	CCONJ
ejde-197	288	13	a	a	DET
ejde-197	288	14	gamma(a	gamma(a	PROPN
ejde-197	288	15	,	,	PUNCT
ejde-197	288	16	b	b	NOUN
ejde-197	288	17	)	)	PUNCT
ejde-197	288	18	process	process	NOUN
ejde-197	288	19	or	or	CCONJ
ejde-197	288	20	an	an	DET
ejde-197	288	21	inverse	inverse	NOUN
ejde-197	288	22	-	-	PUNCT
ejde-197	288	23	gaussian(a	gaussian(a	PROPN
ejde-197	288	24	,	,	PUNCT
ejde-197	288	25	b	b	NOUN
ejde-197	288	26	)	)	PUNCT
ejde-197	288	27	process	process	NOUN
ejde-197	288	28	as	as	ADP
ejde-197	288	29	the	the	DET
ejde-197	288	30	background	background	NOUN
ejde-197	288	31	driving	driving	NOUN
ejde-197	288	32	process	process	NOUN
ejde-197	288	33	.	.	PUNCT
ejde-197	289	1	the	the	DET
ejde-197	289	2	table	table	NOUN
ejde-197	289	3	above	above	ADP
ejde-197	289	4	records	record	VERB
ejde-197	289	5	the	the	DET
ejde-197	289	6	error	error	NOUN
ejde-197	289	7	estimates	estimate	NOUN
ejde-197	289	8	between	between	ADP
ejde-197	289	9	the	the	DET
ejde-197	289	10	predicted	predict	VERB
ejde-197	289	11	values	value	NOUN
ejde-197	289	12	and	and	CCONJ
ejde-197	289	13	true	true	ADJ
ejde-197	289	14	values	value	NOUN
ejde-197	289	15	.	.	PUNCT
ejde-197	290	1	each	each	DET
ejde-197	290	2	column	column	NOUN
ejde-197	290	3	represents	represent	VERB
ejde-197	290	4	the	the	DET
ejde-197	290	5	model	model	NOUN
ejde-197	290	6	being	be	AUX
ejde-197	290	7	simulated	simulate	VERB
ejde-197	290	8	with	with	ADP
ejde-197	290	9	the	the	DET
ejde-197	290	10	respective	respective	ADJ
ejde-197	290	11	background	background	NOUN
ejde-197	290	12	driving	driving	NOUN
ejde-197	290	13	process	process	NOUN
ejde-197	290	14	in	in	ADP
ejde-197	290	15	the	the	DET
ejde-197	290	16	first	first	ADJ
ejde-197	290	17	row	row	NOUN
ejde-197	290	18	.	.	PUNCT
ejde-197	291	1	now	now	ADV
ejde-197	291	2	observing	observe	VERB
ejde-197	291	3	the	the	DET
ejde-197	291	4	results	result	NOUN
ejde-197	291	5	above	above	ADV
ejde-197	291	6	,	,	PUNCT
ejde-197	291	7	table	table	NOUN
ejde-197	291	8	2	2	NUM
ejde-197	291	9	shows	show	VERB
ejde-197	291	10	that	that	SCONJ
ejde-197	291	11	for	for	ADP
ejde-197	291	12	both	both	CCONJ
ejde-197	291	13	the	the	DET
ejde-197	291	14	financial	financial	ADJ
ejde-197	291	15	and	and	CCONJ
ejde-197	291	16	earthquake	earthquake	NOUN
ejde-197	291	17	data	datum	NOUN
ejde-197	291	18	,	,	PUNCT
ejde-197	291	19	the	the	DET
ejde-197	291	20	standard	standard	ADJ
ejde-197	291	21	brownian	brownian	ADJ
ejde-197	291	22	motion	motion	NOUN
ejde-197	291	23	as	as	SCONJ
ejde-197	291	24	a	a	DET
ejde-197	291	25	bdp	bdp	PROPN
ejde-197	291	26	leads	lead	VERB
ejde-197	291	27	to	to	ADP
ejde-197	291	28	a	a	DET
ejde-197	291	29	poor	poor	ADJ
ejde-197	291	30	performance	performance	NOUN
ejde-197	291	31	(	(	PUNCT
ejde-197	291	32	with	with	ADP
ejde-197	291	33	error	error	NOUN
ejde-197	291	34	estimate	estimate	NOUN
ejde-197	291	35	of	of	ADP
ejde-197	291	36	1.5939	1.5939	NUM
ejde-197	291	37	and	and	CCONJ
ejde-197	291	38	1.3796	1.3796	NUM
ejde-197	291	39	respectively	respectively	ADV
ejde-197	291	40	)	)	PUNCT
ejde-197	291	41	of	of	ADP
ejde-197	291	42	the	the	DET
ejde-197	291	43	3	3	NUM
ejde-197	291	44	-	-	PUNCT
ejde-197	291	45	component	component	NOUN
ejde-197	291	46	superposed	superpose	VERB
ejde-197	291	47	ornstein	ornstein	PROPN
ejde-197	291	48	-	-	PUNCT
ejde-197	291	49	uhlenbeck	uhlenbeck	PROPN
ejde-197	291	50	model	model	PROPN
ejde-197	291	51	,	,	PUNCT
ejde-197	291	52	in	in	ADP
ejde-197	291	53	comparison	comparison	NOUN
ejde-197	291	54	to	to	ADP
ejde-197	291	55	the	the	DET
ejde-197	291	56	lévy	lévy	ADV
ejde-197	291	57	driven	drive	VERB
ejde-197	291	58	3	3	NUM
ejde-197	291	59	-	-	PUNCT
ejde-197	291	60	component	component	NOUN
ejde-197	291	61	superposed	superpose	VERB
ejde-197	291	62	ornstein	ornstein	PROPN
ejde-197	291	63	-	-	PUNCT
ejde-197	291	64	uhlenbeck	uhlenbeck	PROPN
ejde-197	291	65	model	model	NOUN
ejde-197	291	66	(	(	PUNCT
ejde-197	291	67	with	with	ADP
ejde-197	291	68	error	error	NOUN
ejde-197	291	69	estimates	estimate	NOUN
ejde-197	291	70	less	less	ADJ
ejde-197	291	71	than	than	ADP
ejde-197	291	72	1	1	NUM
ejde-197	291	73	for	for	ADP
ejde-197	291	74	both	both	DET
ejde-197	291	75	ig(a	ig(a	NOUN
ejde-197	291	76	,	,	PUNCT
ejde-197	291	77	b	b	NOUN
ejde-197	291	78	)	)	PUNCT
ejde-197	291	79	and	and	CCONJ
ejde-197	291	80	gamma(a	gamma(a	PROPN
ejde-197	291	81	,	,	PUNCT
ejde-197	291	82	b	b	NOUN
ejde-197	291	83	)	)	PUNCT
ejde-197	291	84	)	)	PUNCT
ejde-197	291	85	.	.	PUNCT
ejde-197	292	1	similarly	similarly	ADV
ejde-197	292	2	,	,	PUNCT
ejde-197	292	3	for	for	ADP
ejde-197	292	4	the	the	DET
ejde-197	292	5	simulated	simulate	VERB
ejde-197	292	6	fbm	fbm	NOUN
ejde-197	292	7	characterized	characterize	VERB
ejde-197	292	8	by	by	ADP
ejde-197	292	9	a	a	DET
ejde-197	292	10	gaussian	gaussian	ADJ
ejde-197	292	11	process	process	NOUN
ejde-197	292	12	,	,	PUNCT
ejde-197	292	13	we	we	PRON
ejde-197	292	14	see	see	VERB
ejde-197	292	15	from	from	ADP
ejde-197	292	16	table	table	NOUN
ejde-197	292	17	2	2	NUM
ejde-197	292	18	that	that	PRON
ejde-197	292	19	using	use	VERB
ejde-197	292	20	the	the	DET
ejde-197	292	21	standard	standard	ADJ
ejde-197	292	22	brownian	brownian	ADJ
ejde-197	292	23	motion	motion	NOUN
ejde-197	292	24	as	as	ADP
ejde-197	292	25	a	a	DET
ejde-197	292	26	bdp	bdp	PROPN
ejde-197	292	27	leads	lead	VERB
ejde-197	292	28	to	to	ADP
ejde-197	292	29	a	a	DET
ejde-197	292	30	better	well	ADJ
ejde-197	292	31	model	model	NOUN
ejde-197	292	32	(	(	PUNCT
ejde-197	292	33	with	with	ADP
ejde-197	292	34	error	error	NOUN
ejde-197	292	35	estimate	estimate	NOUN
ejde-197	292	36	of	of	ADP
ejde-197	292	37	0.478	0.478	NUM
ejde-197	292	38	)	)	PUNCT
ejde-197	292	39	performance	performance	NOUN
ejde-197	292	40	compared	compare	VERB
ejde-197	292	41	to	to	ADP
ejde-197	292	42	when	when	SCONJ
ejde-197	292	43	a	a	DET
ejde-197	292	44	lévy	lévy	ADV
ejde-197	292	45	driven	drive	VERB
ejde-197	292	46	bdp	bdp	PROPN
ejde-197	292	47	(	(	PUNCT
ejde-197	292	48	with	with	ADP
ejde-197	292	49	error	error	NOUN
ejde-197	292	50	estimates	estimate	VERB
ejde-197	292	51	greater	great	ADJ
ejde-197	292	52	than	than	ADP
ejde-197	292	53	1	1	NUM
ejde-197	292	54	)	)	PUNCT
ejde-197	292	55	is	be	AUX
ejde-197	292	56	used	use	VERB
ejde-197	292	57	.	.	PUNCT
ejde-197	293	1	finally	finally	ADV
ejde-197	293	2	,	,	PUNCT
ejde-197	293	3	we	we	PRON
ejde-197	293	4	observe	observe	VERB
ejde-197	293	5	that	that	SCONJ
ejde-197	293	6	for	for	SCONJ
ejde-197	293	7	the	the	DET
ejde-197	293	8	lévy	lévy	ADV
ejde-197	293	9	driven	drive	VERB
ejde-197	293	10	bdp	bdp	PROPN
ejde-197	293	11	,	,	PUNCT
ejde-197	293	12	the	the	DET
ejde-197	293	13	inverse	inverse	NOUN
ejde-197	293	14	-	-	PUNCT
ejde-197	293	15	gaussian(a	gaussian(a	PROPN
ejde-197	293	16	,	,	PUNCT
ejde-197	293	17	b	b	NOUN
ejde-197	293	18	)	)	PUNCT
ejde-197	293	19	performs	perform	VERB
ejde-197	293	20	better	well	ADJ
ejde-197	293	21	than	than	ADP
ejde-197	293	22	the	the	DET
ejde-197	293	23	gamma(a	gamma(a	PROPN
ejde-197	293	24	,	,	PUNCT
ejde-197	293	25	b	b	NOUN
ejde-197	293	26	)	)	PUNCT
ejde-197	293	27	.	.	PUNCT
ejde-197	294	1	thus	thus	ADV
ejde-197	294	2	,	,	PUNCT
ejde-197	294	3	further	further	ADJ
ejde-197	294	4	investigation	investigation	NOUN
ejde-197	294	5	of	of	ADP
ejde-197	294	6	the	the	DET
ejde-197	294	7	time	time	NOUN
ejde-197	294	8	series	series	PROPN
ejde-197	294	9	data	data	PROPN
ejde-197	294	10	is	be	AUX
ejde-197	294	11	needed	need	VERB
ejde-197	294	12	to	to	PART
ejde-197	294	13	classify	classify	VERB
ejde-197	294	14	the	the	DET
ejde-197	294	15	performance	performance	NOUN
ejde-197	294	16	when	when	SCONJ
ejde-197	294	17	modeling	model	VERB
ejde-197	294	18	with	with	ADP
ejde-197	294	19	a	a	DET
ejde-197	294	20	lévy	lévy	ADV
ejde-197	294	21	driven	drive	VERB
ejde-197	294	22	3	3	NUM
ejde-197	294	23	-	-	PUNCT
ejde-197	294	24	component	component	NOUN
ejde-197	294	25	superposed	superpose	VERB
ejde-197	294	26	ornstein	ornstein	PROPN
ejde-197	294	27	-	-	PUNCT
ejde-197	294	28	uhlenbeck	uhlenbeck	PROPN
ejde-197	294	29	equation	equation	NOUN
ejde-197	294	30	since	since	SCONJ
ejde-197	294	31	we	we	PRON
ejde-197	294	32	do	do	AUX
ejde-197	294	33	not	not	PART
ejde-197	294	34	have	have	VERB
ejde-197	294	35	enough	enough	ADJ
ejde-197	294	36	data	datum	NOUN
ejde-197	294	37	to	to	PART
ejde-197	294	38	conclude	conclude	VERB
ejde-197	294	39	that	that	SCONJ
ejde-197	294	40	the	the	DET
ejde-197	294	41	ig(a	ig(a	NOUN
ejde-197	294	42	,	,	PUNCT
ejde-197	294	43	b	b	NOUN
ejde-197	294	44	)	)	PUNCT
ejde-197	294	45	driven	drive	VERB
ejde-197	294	46	ornstein	ornstein	PROPN
ejde-197	294	47	-	-	PUNCT
ejde-197	294	48	uhlenbeck	uhlenbeck	PROPN
ejde-197	294	49	model	model	NOUN
ejde-197	294	50	will	will	AUX
ejde-197	294	51	always	always	ADV
ejde-197	294	52	perform	perform	VERB
ejde-197	294	53	better	well	ADJ
ejde-197	294	54	than	than	ADP
ejde-197	294	55	the	the	DET
ejde-197	294	56	gamma(a	gamma(a	PROPN
ejde-197	294	57	,	,	PUNCT
ejde-197	294	58	b	b	NOUN
ejde-197	294	59	)	)	PUNCT
ejde-197	294	60	driven	drive	VERB
ejde-197	294	61	ornstein	ornstein	PROPN
ejde-197	294	62	-	-	PUNCT
ejde-197	294	63	uhlenbeck	uhlenbeck	PROPN
ejde-197	294	64	model	model	NOUN
ejde-197	294	65	.	.	PUNCT
ejde-197	295	1	6	6	NUM
ejde-197	295	2	.	.	X
ejde-197	295	3	conclusion	conclusion	NOUN
ejde-197	295	4	this	this	DET
ejde-197	295	5	work	work	NOUN
ejde-197	295	6	shows	show	VERB
ejde-197	295	7	the	the	DET
ejde-197	295	8	importance	importance	NOUN
ejde-197	295	9	of	of	ADP
ejde-197	295	10	selecting	select	VERB
ejde-197	295	11	appropriate	appropriate	ADJ
ejde-197	295	12	background	background	NOUN
ejde-197	295	13	driving	driving	NOUN
ejde-197	295	14	processes	process	NOUN
ejde-197	295	15	(	(	PUNCT
ejde-197	295	16	bdp	bdp	PROPN
ejde-197	295	17	)	)	PUNCT
ejde-197	295	18	when	when	SCONJ
ejde-197	295	19	modeling	modeling	NOUN
ejde-197	295	20	time	time	NOUN
ejde-197	295	21	series	series	NOUN
ejde-197	295	22	with	with	ADP
ejde-197	295	23	the	the	DET
ejde-197	295	24	3	3	NUM
ejde-197	295	25	-	-	PUNCT
ejde-197	295	26	component	component	NOUN
ejde-197	295	27	superposed	superpose	VERB
ejde-197	295	28	ejde-2023	ejde-2023	ADJ
ejde-197	295	29	/	/	SYM
ejde-197	295	30	si/02	si/02	PROPN
ejde-197	295	31	ornstein	ornstein	PROPN
ejde-197	295	32	-	-	PUNCT
ejde-197	295	33	uhlenbeck	uhlenbeck	PROPN
ejde-197	295	34	model	model	NOUN
ejde-197	295	35	205	205	NUM
ejde-197	295	36	ornstein	ornstein	ADJ
ejde-197	295	37	-	-	PUNCT
ejde-197	295	38	uhlenbeck	uhlenbeck	PROPN
ejde-197	295	39	stochastic	stochastic	ADJ
ejde-197	295	40	differential	differential	NOUN
ejde-197	295	41	equation	equation	NOUN
ejde-197	295	42	(	(	PUNCT
ejde-197	295	43	2.11	2.11	NUM
ejde-197	295	44	)	)	PUNCT
ejde-197	295	45	)	)	PUNCT
ejde-197	295	46	.	.	PUNCT
ejde-197	296	1	we	we	PRON
ejde-197	296	2	used	use	VERB
ejde-197	296	3	the	the	DET
ejde-197	296	4	fractal	fractal	ADJ
ejde-197	296	5	characteristics	characteristic	NOUN
ejde-197	296	6	of	of	ADP
ejde-197	296	7	the	the	DET
ejde-197	296	8	time	time	NOUN
ejde-197	296	9	series	series	PROPN
ejde-197	296	10	data	datum	NOUN
ejde-197	296	11	to	to	PART
ejde-197	296	12	classify	classify	VERB
ejde-197	296	13	them	they	PRON
ejde-197	296	14	as	as	ADP
ejde-197	296	15	gaussian	gaussian	ADJ
ejde-197	296	16	processes	process	NOUN
ejde-197	296	17	,	,	PUNCT
ejde-197	296	18	lévy	lévy	X
ejde-197	296	19	walks	walk	NOUN
ejde-197	296	20	,	,	PUNCT
ejde-197	296	21	or	or	CCONJ
ejde-197	296	22	lévy	lévy	NUM
ejde-197	296	23	flights	flight	NOUN
ejde-197	296	24	.	.	PUNCT
ejde-197	297	1	next	next	ADV
ejde-197	297	2	,	,	PUNCT
ejde-197	297	3	we	we	PRON
ejde-197	297	4	modeled	model	VERB
ejde-197	297	5	each	each	DET
ejde-197	297	6	data	datum	NOUN
ejde-197	297	7	set	set	VERB
ejde-197	297	8	using	use	VERB
ejde-197	297	9	the	the	DET
ejde-197	297	10	three	three	NUM
ejde-197	297	11	background	background	NOUN
ejde-197	297	12	driving	driving	NOUN
ejde-197	297	13	processes	process	NOUN
ejde-197	297	14	presented	present	VERB
ejde-197	297	15	in	in	ADP
ejde-197	297	16	this	this	DET
ejde-197	297	17	work	work	NOUN
ejde-197	297	18	(	(	PUNCT
ejde-197	297	19	standard	standard	ADJ
ejde-197	297	20	brownian	brownian	ADJ
ejde-197	297	21	motion	motion	NOUN
ejde-197	297	22	,	,	PUNCT
ejde-197	297	23	inverse	inverse	NOUN
ejde-197	297	24	-	-	PUNCT
ejde-197	297	25	gaussian	gaussian	NOUN
ejde-197	297	26	process	process	NOUN
ejde-197	297	27	,	,	PUNCT
ejde-197	297	28	and	and	CCONJ
ejde-197	297	29	gamma	gamma	NOUN
ejde-197	297	30	process	process	NOUN
ejde-197	297	31	)	)	PUNCT
ejde-197	297	32	which	which	PRON
ejde-197	297	33	would	would	AUX
ejde-197	297	34	help	help	VERB
ejde-197	297	35	us	we	PRON
ejde-197	297	36	determine	determine	VERB
ejde-197	297	37	an	an	DET
ejde-197	297	38	appropriate	appropriate	ADJ
ejde-197	297	39	bdp	bdp	NOUN
ejde-197	297	40	for	for	ADP
ejde-197	297	41	better	well	ADJ
ejde-197	297	42	model	model	NOUN
ejde-197	297	43	performance	performance	NOUN
ejde-197	297	44	.	.	PUNCT
ejde-197	298	1	our	our	PRON
ejde-197	298	2	results	result	NOUN
ejde-197	298	3	show	show	VERB
ejde-197	298	4	that	that	SCONJ
ejde-197	298	5	when	when	SCONJ
ejde-197	298	6	the	the	DET
ejde-197	298	7	time	time	NOUN
ejde-197	298	8	series	series	PROPN
ejde-197	298	9	characterization	characterization	NOUN
ejde-197	298	10	is	be	AUX
ejde-197	298	11	a	a	DET
ejde-197	298	12	lévy	lévy	NUM
ejde-197	298	13	process	process	NOUN
ejde-197	298	14	,	,	PUNCT
ejde-197	298	15	a	a	DET
ejde-197	298	16	lévy	lévy	ADV
ejde-197	298	17	driven	drive	VERB
ejde-197	298	18	3	3	NUM
ejde-197	298	19	-	-	PUNCT
ejde-197	298	20	component	component	NOUN
ejde-197	298	21	superposed	superpose	VERB
ejde-197	298	22	ornstein	ornstein	PROPN
ejde-197	298	23	-	-	PUNCT
ejde-197	298	24	uhlenbeck	uhlenbeck	PROPN
ejde-197	298	25	model	model	NOUN
ejde-197	298	26	performs	perform	VERB
ejde-197	298	27	better	well	ADV
ejde-197	298	28	.	.	PUNCT
ejde-197	299	1	in	in	ADP
ejde-197	299	2	contrast	contrast	NOUN
ejde-197	299	3	,	,	PUNCT
ejde-197	299	4	the	the	DET
ejde-197	299	5	standard	standard	ADJ
ejde-197	299	6	brownian	brownian	ADJ
ejde-197	299	7	motion	motion	NOUN
ejde-197	299	8	as	as	SCONJ
ejde-197	299	9	a	a	DET
ejde-197	299	10	bdp	bdp	PROPN
ejde-197	299	11	performs	perform	VERB
ejde-197	299	12	better	well	ADJ
ejde-197	299	13	for	for	ADP
ejde-197	299	14	a	a	DET
ejde-197	299	15	time	time	NOUN
ejde-197	299	16	series	series	NOUN
ejde-197	299	17	characterized	characterize	VERB
ejde-197	299	18	by	by	ADP
ejde-197	299	19	a	a	DET
ejde-197	299	20	gaussian	gaussian	ADJ
ejde-197	299	21	process	process	NOUN
ejde-197	299	22	.	.	PUNCT
ejde-197	300	1	by	by	ADP
ejde-197	300	2	observing	observe	VERB
ejde-197	300	3	the	the	DET
ejde-197	300	4	performance	performance	NOUN
ejde-197	300	5	of	of	ADP
ejde-197	300	6	the	the	DET
ejde-197	300	7	inverse	inverse	NOUN
ejde-197	300	8	-	-	PUNCT
ejde-197	300	9	gaussian(a	gaussian(a	PROPN
ejde-197	300	10	,	,	PUNCT
ejde-197	300	11	b	b	NOUN
ejde-197	300	12	)	)	PUNCT
ejde-197	300	13	and	and	CCONJ
ejde-197	300	14	gamma(a	gamma(a	PROPN
ejde-197	300	15	,	,	PUNCT
ejde-197	300	16	b	b	NOUN
ejde-197	300	17	)	)	PUNCT
ejde-197	300	18	ornstein	ornstein	PROPN
ejde-197	300	19	-	-	PUNCT
ejde-197	300	20	uhlenbeck	uhlenbeck	PROPN
ejde-197	300	21	processes	process	NOUN
ejde-197	300	22	,	,	PUNCT
ejde-197	300	23	we	we	PRON
ejde-197	300	24	conclude	conclude	VERB
ejde-197	300	25	that	that	SCONJ
ejde-197	300	26	further	further	ADJ
ejde-197	300	27	information	information	NOUN
ejde-197	300	28	about	about	ADP
ejde-197	300	29	the	the	DET
ejde-197	300	30	time	time	NOUN
ejde-197	300	31	series	series	PROPN
ejde-197	300	32	data	data	PROPN
ejde-197	300	33	is	be	AUX
ejde-197	300	34	needed	need	VERB
ejde-197	300	35	to	to	PART
ejde-197	300	36	classify	classify	VERB
ejde-197	300	37	the	the	DET
ejde-197	300	38	performance	performance	NOUN
ejde-197	300	39	of	of	ADP
ejde-197	300	40	the	the	DET
ejde-197	300	41	lévy	lévy	ADV
ejde-197	300	42	driven	drive	VERB
ejde-197	300	43	3	3	NUM
ejde-197	300	44	-	-	PUNCT
ejde-197	300	45	component	component	NOUN
ejde-197	300	46	superposed	superpose	VERB
ejde-197	300	47	ornstein	ornstein	PROPN
ejde-197	300	48	-	-	PUNCT
ejde-197	300	49	uhlenbeck	uhlenbeck	PROPN
ejde-197	300	50	model	model	NOUN
ejde-197	300	51	,	,	PUNCT
ejde-197	300	52	which	which	PRON
ejde-197	300	53	we	we	PRON
ejde-197	300	54	will	will	AUX
ejde-197	300	55	be	be	AUX
ejde-197	300	56	investigating	investigate	VERB
ejde-197	300	57	in	in	ADP
ejde-197	300	58	future	future	ADJ
ejde-197	300	59	works	work	NOUN
ejde-197	300	60	.	.	PUNCT
ejde-197	301	1	acknowledgments	acknowledgment	NOUN
ejde-197	301	2	.	.	PUNCT
ejde-197	302	1	the	the	DET
ejde-197	302	2	authors	author	NOUN
ejde-197	302	3	are	be	AUX
ejde-197	302	4	especially	especially	ADV
ejde-197	302	5	grateful	grateful	ADJ
ejde-197	302	6	to	to	PART
ejde-197	302	7	prof	prof	VERB
ejde-197	302	8	.	.	PUNCT
ejde-197	303	1	alfonso	alfonso	PROPN
ejde-197	303	2	castro	castro	PROPN
ejde-197	303	3	and	and	CCONJ
ejde-197	303	4	the	the	DET
ejde-197	303	5	reviewers	reviewer	NOUN
ejde-197	303	6	for	for	ADP
ejde-197	303	7	their	their	PRON
ejde-197	303	8	careful	careful	ADJ
ejde-197	303	9	reading	reading	NOUN
ejde-197	303	10	of	of	ADP
ejde-197	303	11	the	the	DET
ejde-197	303	12	manuscript	manuscript	NOUN
ejde-197	303	13	and	and	CCONJ
ejde-197	303	14	their	their	PRON
ejde-197	303	15	fruitful	fruitful	ADJ
ejde-197	303	16	remarks	remark	NOUN
ejde-197	303	17	.	.	PUNCT
ejde-197	304	1	this	this	DET
ejde-197	304	2	study	study	NOUN
ejde-197	304	3	was	be	AUX
ejde-197	304	4	funded	fund	VERB
ejde-197	304	5	partially	partially	ADV
ejde-197	304	6	by	by	ADP
ejde-197	304	7	the	the	DET
ejde-197	304	8	national	national	PROPN
ejde-197	304	9	institute	institute	PROPN
ejde-197	304	10	on	on	ADP
ejde-197	304	11	minority	minority	NOUN
ejde-197	304	12	health	health	PROPN
ejde-197	304	13	and	and	CCONJ
ejde-197	304	14	health	health	NOUN
ejde-197	304	15	disparities	disparity	NOUN
ejde-197	304	16	(	(	PUNCT
ejde-197	304	17	nimhd	nimhd	NOUN
ejde-197	304	18	)	)	PUNCT
ejde-197	304	19	grant	grant	NOUN
ejde-197	304	20	u54md007592	u54md007592	NOUN
ejde-197	304	21	,	,	PUNCT
ejde-197	304	22	and	and	CCONJ
ejde-197	304	23	by	by	ADP
ejde-197	304	24	the	the	DET
ejde-197	304	25	department	department	PROPN
ejde-197	304	26	of	of	ADP
ejde-197	304	27	education	education	NOUN
ejde-197	304	28	(	(	PUNCT
ejde-197	304	29	doe	doe	NOUN
ejde-197	304	30	)	)	PUNCT
ejde-197	304	31	grant	grant	VERB
ejde-197	304	32	p120a220040	p120a220040	VERB
ejde-197	304	33	-	-	NOUN
ejde-197	304	34	fy	fy	PROPN
ejde-197	304	35	2022	2022	NUM
ejde-197	304	36	mseip	mseip	NOUN
ejde-197	304	37	.	.	PUNCT
ejde-197	305	1	references	reference	NOUN
ejde-197	305	2	[	[	X
ejde-197	305	3	1	1	NUM
ejde-197	305	4	]	]	PUNCT
ejde-197	305	5	aalen	aalen	PROPN
ejde-197	305	6	,	,	PUNCT
ejde-197	305	7	o.	o.	PROPN
ejde-197	305	8	o.	o.	PROPN
ejde-197	305	9	;	;	PUNCT
ejde-197	305	10	and	and	CCONJ
ejde-197	305	11	gjessing	gjessing	NOUN
ejde-197	305	12	,	,	PUNCT
ejde-197	305	13	h.	h.	PROPN
ejde-197	305	14	k.	k.	PROPN
ejde-197	305	15	;	;	PUNCT
ejde-197	305	16	survival	survival	NOUN
ejde-197	305	17	models	model	NOUN
ejde-197	305	18	based	base	VERB
ejde-197	305	19	on	on	ADP
ejde-197	305	20	the	the	DET
ejde-197	305	21	ornstein	ornstein	PROPN
ejde-197	305	22	-	-	PUNCT
ejde-197	305	23	uhlenbeck	uhlenbeck	PROPN
ejde-197	305	24	process	process	NOUN
ejde-197	305	25	.	.	PUNCT
ejde-197	306	1	lifetime	lifetime	NOUN
ejde-197	306	2	data	datum	NOUN
ejde-197	306	3	analysis	analysis	NOUN
ejde-197	306	4	,	,	PUNCT
ejde-197	306	5	10	10	NUM
ejde-197	306	6	(	(	PUNCT
ejde-197	306	7	2004	2004	NUM
ejde-197	306	8	)	)	PUNCT
ejde-197	306	9	,	,	PUNCT
ejde-197	306	10	407	407	NUM
ejde-197	306	11	-	-	SYM
ejde-197	306	12	423	423	NUM
ejde-197	306	13	.	.	PUNCT
ejde-197	307	1	[	[	X
ejde-197	307	2	2	2	NUM
ejde-197	307	3	]	]	PUNCT
ejde-197	307	4	abadie	abadie	PROPN
ejde-197	307	5	,	,	PUNCT
ejde-197	307	6	l.	l.	PROPN
ejde-197	307	7	m.	m.	PROPN
ejde-197	307	8	;	;	PUNCT
ejde-197	307	9	current	current	ADJ
ejde-197	307	10	expectations	expectation	NOUN
ejde-197	307	11	and	and	CCONJ
ejde-197	307	12	actual	actual	ADJ
ejde-197	307	13	values	value	NOUN
ejde-197	307	14	for	for	ADP
ejde-197	307	15	the	the	DET
ejde-197	307	16	clean	clean	ADJ
ejde-197	307	17	spark	spark	NOUN
ejde-197	307	18	spread	spread	NOUN
ejde-197	307	19	:	:	PUNCT
ejde-197	307	20	the	the	DET
ejde-197	307	21	case	case	NOUN
ejde-197	307	22	of	of	ADP
ejde-197	307	23	spain	spain	PROPN
ejde-197	307	24	in	in	ADP
ejde-197	307	25	the	the	DET
ejde-197	307	26	covid-19	covid-19	PROPN
ejde-197	307	27	crisis	crisis	NOUN
ejde-197	307	28	.	.	PUNCT
ejde-197	308	1	journal	journal	NOUN
ejde-197	308	2	of	of	ADP
ejde-197	308	3	cleaner	clean	ADJ
ejde-197	308	4	production	production	NOUN
ejde-197	308	5	,	,	PUNCT
ejde-197	308	6	285	285	NUM
ejde-197	308	7	(	(	PUNCT
ejde-197	308	8	2021	2021	NUM
ejde-197	308	9	)	)	PUNCT
ejde-197	308	10	,	,	PUNCT
ejde-197	308	11	124842	124842	NUM
ejde-197	308	12	.	.	PUNCT
ejde-197	309	1	[	[	X
ejde-197	309	2	3	3	NUM
ejde-197	309	3	]	]	PUNCT
ejde-197	309	4	asante	asante	NOUN
ejde-197	309	5	,	,	PUNCT
ejde-197	309	6	p.	p.	PROPN
ejde-197	309	7	k.	k.	PROPN
ejde-197	309	8	;	;	PUNCT
ejde-197	309	9	lévy	lévy	X
ejde-197	309	10	processes	process	NOUN
ejde-197	309	11	:	:	PUNCT
ejde-197	309	12	characterizing	characterize	VERB
ejde-197	309	13	volcanic	volcanic	ADJ
ejde-197	309	14	and	and	CCONJ
ejde-197	309	15	financial	financial	ADJ
ejde-197	309	16	time	time	NOUN
ejde-197	309	17	series(doctoral	series(doctoral	ADJ
ejde-197	309	18	dissertation	dissertation	NOUN
ejde-197	309	19	,	,	PUNCT
ejde-197	309	20	the	the	DET
ejde-197	309	21	university	university	PROPN
ejde-197	309	22	of	of	ADP
ejde-197	309	23	texas	texas	PROPN
ejde-197	309	24	at	at	ADP
ejde-197	309	25	el	el	PROPN
ejde-197	309	26	paso	paso	PROPN
ejde-197	309	27	)	)	PUNCT
ejde-197	309	28	,	,	PUNCT
ejde-197	309	29	2020	2020	NUM
ejde-197	309	30	.	.	PUNCT
ejde-197	310	1	[	[	X
ejde-197	310	2	4	4	NUM
ejde-197	310	3	]	]	X
ejde-197	310	4	barndorff	barndorff	PROPN
ejde-197	310	5	-	-	PUNCT
ejde-197	310	6	nielsen	nielsen	PROPN
ejde-197	310	7	,	,	PUNCT
ejde-197	310	8	o.	o.	PROPN
ejde-197	310	9	e.	e.	PROPN
ejde-197	310	10	;	;	PUNCT
ejde-197	310	11	shephard	shephard	NOUN
ejde-197	310	12	,	,	PUNCT
ejde-197	310	13	n.	n.	PROPN
ejde-197	310	14	;	;	PUNCT
ejde-197	310	15	non	non	ADJ
ejde-197	310	16	-	-	ADJ
ejde-197	310	17	gaussian	gaussian	ADJ
ejde-197	310	18	ornstein	ornstein	NOUN
ejde-197	310	19	–	–	PUNCT
ejde-197	310	20	uhlenbeck	uhlenbeck	NOUN
ejde-197	310	21	-	-	PUNCT
ejde-197	310	22	based	base	VERB
ejde-197	310	23	models	model	NOUN
ejde-197	310	24	and	and	CCONJ
ejde-197	310	25	some	some	PRON
ejde-197	310	26	of	of	ADP
ejde-197	310	27	their	their	PRON
ejde-197	310	28	uses	use	NOUN
ejde-197	310	29	in	in	ADP
ejde-197	310	30	financial	financial	ADJ
ejde-197	310	31	economics	economic	NOUN
ejde-197	310	32	.	.	PUNCT
ejde-197	311	1	journal	journal	NOUN
ejde-197	311	2	of	of	ADP
ejde-197	311	3	the	the	DET
ejde-197	311	4	royal	royal	ADJ
ejde-197	311	5	statistical	statistical	ADJ
ejde-197	311	6	society	society	NOUN
ejde-197	311	7	:	:	PUNCT
ejde-197	311	8	series	series	PROPN
ejde-197	311	9	b	b	PROPN
ejde-197	311	10	(	(	PUNCT
ejde-197	311	11	statistical	statistical	ADJ
ejde-197	311	12	methodology	methodology	NOUN
ejde-197	311	13	)	)	PUNCT
ejde-197	311	14	,	,	PUNCT
ejde-197	311	15	63	63	NUM
ejde-197	311	16	(	(	PUNCT
ejde-197	311	17	2001	2001	NUM
ejde-197	311	18	)	)	PUNCT
ejde-197	311	19	(	(	PUNCT
ejde-197	311	20	2	2	NUM
ejde-197	311	21	)	)	PUNCT
ejde-197	311	22	,	,	PUNCT
ejde-197	311	23	167	167	NUM
ejde-197	311	24	-	-	SYM
ejde-197	311	25	241	241	NUM
ejde-197	311	26	.	.	PUNCT
ejde-197	312	1	[	[	X
ejde-197	312	2	5	5	NUM
ejde-197	312	3	]	]	SYM
ejde-197	312	4	box	box	NOUN
ejde-197	312	5	,	,	PUNCT
ejde-197	312	6	g.	g.	PROPN
ejde-197	312	7	e.	e.	PROPN
ejde-197	312	8	;	;	PUNCT
ejde-197	312	9	jenkins	jenkins	PROPN
ejde-197	312	10	,	,	PUNCT
ejde-197	312	11	g.	g.	PROPN
ejde-197	312	12	m.	m.	NOUN
ejde-197	312	13	;	;	PUNCT
ejde-197	312	14	reinsel	reinsel	NOUN
ejde-197	312	15	,	,	PUNCT
ejde-197	312	16	g.	g.	PROPN
ejde-197	312	17	c.	c.	PROPN
ejde-197	312	18	;	;	PUNCT
ejde-197	312	19	time	time	NOUN
ejde-197	312	20	series	series	PROPN
ejde-197	312	21	analysis	analysis	NOUN
ejde-197	312	22	,	,	PUNCT
ejde-197	312	23	forecasting	forecasting	NOUN
ejde-197	312	24	and	and	CCONJ
ejde-197	312	25	control	control	NOUN
ejde-197	312	26	.	.	PUNCT
ejde-197	313	1	englewood	englewood	PROPN
ejde-197	313	2	clifs	clifs	PROPN
ejde-197	313	3	,	,	PUNCT
ejde-197	313	4	1994	1994	NUM
ejde-197	313	5	.	.	PUNCT
ejde-197	314	1	[	[	X
ejde-197	314	2	6	6	NUM
ejde-197	314	3	]	]	X
ejde-197	314	4	brooks	brooks	PROPN
ejde-197	314	5	,	,	PUNCT
ejde-197	314	6	c.	c.	PROPN
ejde-197	314	7	;	;	PUNCT
ejde-197	314	8	a	a	DET
ejde-197	314	9	measure	measure	NOUN
ejde-197	314	10	of	of	ADP
ejde-197	314	11	persistence	persistence	NOUN
ejde-197	314	12	in	in	ADP
ejde-197	314	13	daily	daily	ADJ
ejde-197	314	14	pound	pound	NOUN
ejde-197	314	15	exchange	exchange	NOUN
ejde-197	314	16	rates	rate	NOUN
ejde-197	314	17	.	.	PUNCT
ejde-197	315	1	applied	apply	VERB
ejde-197	315	2	economics	economic	NOUN
ejde-197	315	3	letters	letter	NOUN
ejde-197	315	4	,	,	PUNCT
ejde-197	315	5	2	2	NUM
ejde-197	315	6	(	(	PUNCT
ejde-197	315	7	1995	1995	NUM
ejde-197	315	8	)	)	PUNCT
ejde-197	315	9	(	(	PUNCT
ejde-197	315	10	11	11	NUM
ejde-197	315	11	)	)	PUNCT
ejde-197	315	12	,	,	PUNCT
ejde-197	315	13	428	428	NUM
ejde-197	315	14	-	-	SYM
ejde-197	315	15	431	431	NUM
ejde-197	315	16	.	.	PUNCT
ejde-197	316	1	[	[	X
ejde-197	316	2	7	7	NUM
ejde-197	316	3	]	]	PUNCT
ejde-197	316	4	calafiore	calafiore	NOUN
ejde-197	316	5	,	,	PUNCT
ejde-197	316	6	g.	g.	PROPN
ejde-197	316	7	c.	c.	PROPN
ejde-197	316	8	;	;	PUNCT
ejde-197	316	9	novara	novara	PROPN
ejde-197	316	10	,	,	PUNCT
ejde-197	316	11	c.	c.	PROPN
ejde-197	316	12	;	;	PUNCT
ejde-197	316	13	possieri	possieri	PROPN
ejde-197	316	14	,	,	PUNCT
ejde-197	316	15	c.	c.	PROPN
ejde-197	316	16	;	;	PUNCT
ejde-197	316	17	a	a	DET
ejde-197	316	18	time	time	NOUN
ejde-197	316	19	-	-	PUNCT
ejde-197	316	20	varying	vary	VERB
ejde-197	316	21	sird	sird	NOUN
ejde-197	316	22	model	model	NOUN
ejde-197	316	23	for	for	ADP
ejde-197	316	24	the	the	DET
ejde-197	316	25	covid-19	covid-19	PROPN
ejde-197	316	26	contagion	contagion	NOUN
ejde-197	316	27	in	in	ADP
ejde-197	316	28	italy	italy	PROPN
ejde-197	316	29	.	.	PUNCT
ejde-197	317	1	annual	annual	ADJ
ejde-197	317	2	reviews	review	NOUN
ejde-197	317	3	in	in	ADP
ejde-197	317	4	control	control	NOUN
ejde-197	317	5	,	,	PUNCT
ejde-197	317	6	50	50	NUM
ejde-197	317	7	(	(	PUNCT
ejde-197	317	8	2020	2020	NUM
ejde-197	317	9	)	)	PUNCT
ejde-197	317	10	,	,	PUNCT
ejde-197	317	11	361	361	NUM
ejde-197	317	12	-	-	SYM
ejde-197	317	13	372	372	NUM
ejde-197	317	14	.	.	PUNCT
ejde-197	318	1	[	[	X
ejde-197	318	2	8	8	NUM
ejde-197	318	3	]	]	X
ejde-197	318	4	caprini	caprini	PROPN
ejde-197	318	5	,	,	PUNCT
ejde-197	318	6	l.	l.	PROPN
ejde-197	318	7	;	;	PUNCT
ejde-197	318	8	marconi	marconi	PROPN
ejde-197	318	9	,	,	PUNCT
ejde-197	318	10	u.	u.	PROPN
ejde-197	318	11	m.	m.	PROPN
ejde-197	318	12	b.	b.	PROPN
ejde-197	318	13	;	;	PUNCT
ejde-197	318	14	puglisi	puglisi	VERB
ejde-197	318	15	,	,	PUNCT
ejde-197	318	16	a.	a.	NOUN
ejde-197	318	17	;	;	PUNCT
ejde-197	318	18	vulpiani	vulpiani	NUM
ejde-197	318	19	,	,	PUNCT
ejde-197	318	20	a.	a.	NOUN
ejde-197	318	21	;	;	PUNCT
ejde-197	318	22	the	the	DET
ejde-197	318	23	entropy	entropy	PROPN
ejde-197	318	24	production	production	NOUN
ejde-197	318	25	of	of	ADP
ejde-197	318	26	ornstein	ornstein	PROPN
ejde-197	318	27	–	–	PUNCT
ejde-197	318	28	uhlenbeck	uhlenbeck	ADJ
ejde-197	318	29	active	active	ADJ
ejde-197	318	30	particles	particle	NOUN
ejde-197	318	31	:	:	PUNCT
ejde-197	318	32	a	a	DET
ejde-197	318	33	path	path	NOUN
ejde-197	318	34	integral	integral	ADJ
ejde-197	318	35	method	method	NOUN
ejde-197	318	36	for	for	ADP
ejde-197	318	37	correlations	correlation	NOUN
ejde-197	318	38	.	.	PUNCT
ejde-197	319	1	journal	journal	NOUN
ejde-197	319	2	of	of	ADP
ejde-197	319	3	statistical	statistical	ADJ
ejde-197	319	4	mechanics	mechanic	NOUN
ejde-197	319	5	:	:	PUNCT
ejde-197	319	6	theory	theory	NOUN
ejde-197	319	7	and	and	CCONJ
ejde-197	319	8	experiment	experiment	NOUN
ejde-197	319	9	,	,	PUNCT
ejde-197	319	10	2019	2019	NUM
ejde-197	319	11	(	(	PUNCT
ejde-197	319	12	2019	2019	NUM
ejde-197	319	13	)	)	PUNCT
ejde-197	319	14	(	(	PUNCT
ejde-197	319	15	5	5	NUM
ejde-197	319	16	)	)	PUNCT
ejde-197	319	17	,	,	PUNCT
ejde-197	319	18	053203	053203	NUM
ejde-197	319	19	.	.	PUNCT
ejde-197	320	1	[	[	X
ejde-197	320	2	9	9	NUM
ejde-197	320	3	]	]	SYM
ejde-197	320	4	carmona	carmona	NOUN
ejde-197	320	5	,	,	PUNCT
ejde-197	320	6	p.	p.	NOUN
ejde-197	320	7	;	;	PUNCT
ejde-197	320	8	petit	petit	NOUN
ejde-197	320	9	,	,	PUNCT
ejde-197	320	10	f.	f.	PROPN
ejde-197	320	11	;	;	PUNCT
ejde-197	320	12	yor	yor	NOUN
ejde-197	320	13	,	,	PUNCT
ejde-197	320	14	m.	m.	NOUN
ejde-197	320	15	;	;	PUNCT
ejde-197	320	16	on	on	ADP
ejde-197	320	17	the	the	DET
ejde-197	320	18	distribution	distribution	NOUN
ejde-197	320	19	and	and	CCONJ
ejde-197	320	20	asymptotic	asymptotic	ADJ
ejde-197	320	21	results	result	NOUN
ejde-197	320	22	for	for	ADP
ejde-197	320	23	exponential	exponential	ADJ
ejde-197	320	24	functionals	functional	NOUN
ejde-197	320	25	of	of	ADP
ejde-197	320	26	lévy	lévy	NOUN
ejde-197	320	27	processes	process	NOUN
ejde-197	320	28	.	.	PUNCT
ejde-197	321	1	exponential	exponential	ADJ
ejde-197	321	2	functionals	functional	NOUN
ejde-197	321	3	and	and	CCONJ
ejde-197	321	4	principal	principal	ADJ
ejde-197	321	5	values	value	NOUN
ejde-197	321	6	related	relate	VERB
ejde-197	321	7	to	to	ADP
ejde-197	321	8	brownian	brownian	ADJ
ejde-197	321	9	motion	motion	NOUN
ejde-197	321	10	,	,	PUNCT
ejde-197	321	11	(	(	PUNCT
ejde-197	321	12	1997	1997	NUM
ejde-197	321	13	)	)	PUNCT
ejde-197	321	14	,	,	PUNCT
ejde-197	321	15	73	73	NUM
ejde-197	321	16	-	-	SYM
ejde-197	321	17	121	121	NUM
ejde-197	321	18	.	.	PUNCT
ejde-197	322	1	[	[	X
ejde-197	322	2	10	10	NUM
ejde-197	322	3	]	]	X
ejde-197	322	4	de	de	X
ejde-197	322	5	haan	haan	PROPN
ejde-197	322	6	,	,	PUNCT
ejde-197	322	7	l.	l.	PROPN
ejde-197	322	8	;	;	PUNCT
ejde-197	322	9	and	and	CCONJ
ejde-197	322	10	karandikar	karandikar	PROPN
ejde-197	322	11	,	,	PUNCT
ejde-197	322	12	r.	r.	PROPN
ejde-197	322	13	l.	l.	PROPN
ejde-197	322	14	;	;	PUNCT
ejde-197	322	15	embedding	embed	VERB
ejde-197	322	16	a	a	DET
ejde-197	322	17	stochastic	stochastic	ADJ
ejde-197	322	18	difference	difference	NOUN
ejde-197	322	19	equation	equation	NOUN
ejde-197	322	20	into	into	ADP
ejde-197	322	21	a	a	DET
ejde-197	322	22	continuous	continuous	ADJ
ejde-197	322	23	-	-	PUNCT
ejde-197	322	24	time	time	NOUN
ejde-197	322	25	process	process	NOUN
ejde-197	322	26	.	.	PUNCT
ejde-197	323	1	stochastic	stochastic	ADJ
ejde-197	323	2	processes	process	NOUN
ejde-197	323	3	and	and	CCONJ
ejde-197	323	4	their	their	PRON
ejde-197	323	5	applications	application	NOUN
ejde-197	323	6	,	,	PUNCT
ejde-197	323	7	32	32	NUM
ejde-197	323	8	(	(	PUNCT
ejde-197	323	9	1989	1989	NUM
ejde-197	323	10	)	)	PUNCT
ejde-197	323	11	(	(	PUNCT
ejde-197	323	12	2	2	NUM
ejde-197	323	13	)	)	PUNCT
ejde-197	323	14	,	,	PUNCT
ejde-197	323	15	225	225	NUM
ejde-197	323	16	-	-	SYM
ejde-197	323	17	235	235	NUM
ejde-197	323	18	.	.	PUNCT
ejde-197	324	1	[	[	X
ejde-197	324	2	11	11	NUM
ejde-197	324	3	]	]	SYM
ejde-197	324	4	donado	donado	NOUN
ejde-197	324	5	,	,	PUNCT
ejde-197	324	6	f.	f.	PROPN
ejde-197	324	7	;	;	PUNCT
ejde-197	324	8	moctezuma	moctezuma	PROPN
ejde-197	324	9	,	,	PUNCT
ejde-197	324	10	r.	r.	PROPN
ejde-197	324	11	e.	e.	PROPN
ejde-197	324	12	;	;	PUNCT
ejde-197	324	13	lópez	lópez	PROPN
ejde-197	324	14	-	-	PUNCT
ejde-197	324	15	flores	flore	NOUN
ejde-197	324	16	,	,	PUNCT
ejde-197	324	17	l.	l.	PROPN
ejde-197	324	18	;	;	PUNCT
ejde-197	324	19	medina	medina	PROPN
ejde-197	324	20	-	-	PUNCT
ejde-197	324	21	noyola	noyola	PROPN
ejde-197	324	22	,	,	PUNCT
ejde-197	324	23	m.	m.	NOUN
ejde-197	324	24	;	;	PUNCT
ejde-197	324	25	and	and	CCONJ
ejde-197	324	26	arauz	arauz	NOUN
ejde-197	324	27	-	-	PUNCT
ejde-197	324	28	lara	lara	PROPN
ejde-197	324	29	,	,	PUNCT
ejde-197	324	30	j.	j.	PROPN
ejde-197	324	31	l.	l.	PROPN
ejde-197	324	32	;	;	PUNCT
ejde-197	324	33	brownian	brownian	ADJ
ejde-197	324	34	motion	motion	NOUN
ejde-197	324	35	in	in	ADP
ejde-197	324	36	non	non	ADJ
ejde-197	324	37	-	-	ADJ
ejde-197	324	38	equilibrium	equilibrium	ADJ
ejde-197	324	39	systems	system	NOUN
ejde-197	324	40	and	and	CCONJ
ejde-197	324	41	the	the	DET
ejde-197	324	42	ornstein	ornstein	PROPN
ejde-197	324	43	-	-	PUNCT
ejde-197	324	44	uhlenbeck	uhlenbeck	PROPN
ejde-197	324	45	stochastic	stochastic	ADJ
ejde-197	324	46	process	process	NOUN
ejde-197	324	47	.	.	PUNCT
ejde-197	325	1	scientific	scientific	ADJ
ejde-197	325	2	reports	report	NOUN
ejde-197	325	3	,	,	PUNCT
ejde-197	325	4	7	7	NUM
ejde-197	325	5	(	(	PUNCT
ejde-197	325	6	2017	2017	NUM
ejde-197	325	7	)	)	PUNCT
ejde-197	325	8	(	(	PUNCT
ejde-197	325	9	1	1	NUM
ejde-197	325	10	)	)	PUNCT
ejde-197	325	11	,	,	PUNCT
ejde-197	325	12	12614	12614	NUM
ejde-197	325	13	.	.	PUNCT
ejde-197	326	1	[	[	X
ejde-197	326	2	12	12	NUM
ejde-197	326	3	]	]	X
ejde-197	326	4	eliazar	eliazar	PROPN
ejde-197	326	5	,	,	PUNCT
ejde-197	326	6	i.	i.	NOUN
ejde-197	326	7	;	;	PUNCT
ejde-197	326	8	and	and	CCONJ
ejde-197	326	9	klafter	klafter	PROPN
ejde-197	326	10	,	,	PUNCT
ejde-197	326	11	j.	j.	PROPN
ejde-197	326	12	;	;	PUNCT
ejde-197	326	13	lévy	lévy	X
ejde-197	326	14	,	,	PUNCT
ejde-197	326	15	ornstein	ornstein	PROPN
ejde-197	326	16	–	–	PUNCT
ejde-197	326	17	uhlenbeck	uhlenbeck	NOUN
ejde-197	326	18	,	,	PUNCT
ejde-197	326	19	and	and	CCONJ
ejde-197	326	20	subordination	subordination	NOUN
ejde-197	326	21	:	:	PUNCT
ejde-197	326	22	spectral	spectral	ADJ
ejde-197	326	23	vs.	vs.	ADP
ejde-197	326	24	jump	jump	NOUN
ejde-197	326	25	description	description	NOUN
ejde-197	326	26	.	.	PUNCT
ejde-197	327	1	journal	journal	NOUN
ejde-197	327	2	of	of	ADP
ejde-197	327	3	statistical	statistical	ADJ
ejde-197	327	4	physics	physics	NOUN
ejde-197	327	5	,	,	PUNCT
ejde-197	327	6	119	119	NUM
ejde-197	327	7	(	(	PUNCT
ejde-197	327	8	2005	2005	NUM
ejde-197	327	9	)	)	PUNCT
ejde-197	327	10	,	,	PUNCT
ejde-197	327	11	165	165	NUM
ejde-197	327	12	-	-	SYM
ejde-197	327	13	196	196	NUM
ejde-197	327	14	.	.	PUNCT
ejde-197	328	1	[	[	X
ejde-197	328	2	13	13	NUM
ejde-197	328	3	]	]	X
ejde-197	328	4	endres	endres	PROPN
ejde-197	328	5	,	,	PUNCT
ejde-197	328	6	s.	s.	PROPN
ejde-197	328	7	;	;	PUNCT
ejde-197	328	8	and	and	CCONJ
ejde-197	328	9	stddotubinger	stddotubinger	PROPN
ejde-197	328	10	,	,	PUNCT
ejde-197	328	11	j.	j.	PROPN
ejde-197	328	12	;	;	PUNCT
ejde-197	328	13	optimal	optimal	ADJ
ejde-197	328	14	trading	trading	NOUN
ejde-197	328	15	strategies	strategy	NOUN
ejde-197	328	16	for	for	ADP
ejde-197	328	17	lévy	lévy	ADV
ejde-197	328	18	-	-	PUNCT
ejde-197	328	19	driven	drive	VERB
ejde-197	328	20	ornstein	ornstein	PROPN
ejde-197	328	21	–	–	PUNCT
ejde-197	328	22	uhlenbeck	uhlenbeck	PROPN
ejde-197	328	23	processes	process	NOUN
ejde-197	328	24	.	.	PUNCT
ejde-197	329	1	applied	apply	VERB
ejde-197	329	2	economics	economic	NOUN
ejde-197	329	3	,	,	PUNCT
ejde-197	329	4	51	51	NUM
ejde-197	329	5	(	(	PUNCT
ejde-197	329	6	2019	2019	NUM
ejde-197	329	7	)	)	PUNCT
ejde-197	329	8	(	(	PUNCT
ejde-197	329	9	29	29	NUM
ejde-197	329	10	)	)	PUNCT
ejde-197	329	11	,	,	PUNCT
ejde-197	329	12	3153	3153	NUM
ejde-197	329	13	-	-	SYM
ejde-197	329	14	3169	3169	NUM
ejde-197	329	15	.	.	PUNCT
ejde-197	330	1	206	206	NUM
ejde-197	330	2	m.	m.	NOUN
ejde-197	330	3	c.	c.	PROPN
ejde-197	330	4	mariani	mariani	PROPN
ejde-197	330	5	,	,	PUNCT
ejde-197	330	6	p.	p.	PROPN
ejde-197	330	7	k.	k.	PROPN
ejde-197	330	8	asante	asante	PROPN
ejde-197	330	9	,	,	PUNCT
ejde-197	330	10	w.	w.	PROPN
ejde-197	330	11	kubin	kubin	PROPN
ejde-197	330	12	,	,	PUNCT
ejde-197	330	13	.	.	PUNCT
ejde-197	330	14	.	.	PUNCT
ejde-197	330	15	.	.	PUNCT
ejde-197	331	1	ejde	ejde	NOUN
ejde-197	331	2	/	/	SYM
ejde-197	331	3	si/02	si/02	PROPN
ejde-197	332	1	[	[	X
ejde-197	332	2	14	14	NUM
ejde-197	332	3	]	]	X
ejde-197	332	4	habtemicael	habtemicael	PROPN
ejde-197	332	5	,	,	PUNCT
ejde-197	332	6	s.	s.	PROPN
ejde-197	332	7	;	;	PUNCT
ejde-197	332	8	sengupta	sengupta	NOUN
ejde-197	332	9	,	,	PUNCT
ejde-197	332	10	i.	i.	NOUN
ejde-197	332	11	;	;	PUNCT
ejde-197	332	12	ornstein	ornstein	PROPN
ejde-197	332	13	-	-	PUNCT
ejde-197	332	14	uhlenbeck	uhlenbeck	PROPN
ejde-197	332	15	processes	process	NOUN
ejde-197	332	16	for	for	ADP
ejde-197	332	17	geophysical	geophysical	ADJ
ejde-197	332	18	data	datum	NOUN
ejde-197	332	19	analysis	analysis	NOUN
ejde-197	332	20	.	.	PUNCT
ejde-197	333	1	physica	physica	NOUN
ejde-197	333	2	a	a	DET
ejde-197	333	3	:	:	PUNCT
ejde-197	333	4	statistical	statistical	ADJ
ejde-197	333	5	mechanics	mechanic	NOUN
ejde-197	333	6	and	and	CCONJ
ejde-197	333	7	its	its	PRON
ejde-197	333	8	applications	application	NOUN
ejde-197	333	9	,	,	PUNCT
ejde-197	333	10	399	399	NUM
ejde-197	333	11	(	(	PUNCT
ejde-197	333	12	2014	2014	NUM
ejde-197	333	13	)	)	PUNCT
ejde-197	333	14	,	,	PUNCT
ejde-197	333	15	147	147	NUM
ejde-197	333	16	-	-	SYM
ejde-197	333	17	156	156	NUM
ejde-197	333	18	.	.	PUNCT
ejde-197	334	1	[	[	X
ejde-197	334	2	15	15	NUM
ejde-197	334	3	]	]	X
ejde-197	334	4	habtemicael	habtemicael	PROPN
ejde-197	334	5	,	,	PUNCT
ejde-197	334	6	s.	s.	PROPN
ejde-197	334	7	;	;	PUNCT
ejde-197	334	8	ghebremichael	ghebremichael	PROPN
ejde-197	334	9	,	,	PUNCT
ejde-197	334	10	m.	m.	NOUN
ejde-197	334	11	;	;	PUNCT
ejde-197	334	12	and	and	CCONJ
ejde-197	334	13	sengupta	sengupta	NOUN
ejde-197	334	14	,	,	PUNCT
ejde-197	334	15	i.	i.	NOUN
ejde-197	334	16	;	;	PUNCT
ejde-197	334	17	volatility	volatility	NOUN
ejde-197	334	18	and	and	CCONJ
ejde-197	334	19	variance	variance	NOUN
ejde-197	334	20	swap	swap	NOUN
ejde-197	334	21	using	use	VERB
ejde-197	334	22	superposition	superposition	NOUN
ejde-197	334	23	of	of	ADP
ejde-197	334	24	the	the	DET
ejde-197	334	25	barndorff	barndorff	PROPN
ejde-197	334	26	-	-	PUNCT
ejde-197	334	27	nielsen	nielsen	PROPN
ejde-197	334	28	and	and	CCONJ
ejde-197	334	29	shephard	shephard	NOUN
ejde-197	334	30	type	type	NOUN
ejde-197	334	31	lévy	lévy	NUM
ejde-197	334	32	processes	process	NOUN
ejde-197	334	33	.	.	PUNCT
ejde-197	335	1	sankhya	sankhya	PROPN
ejde-197	335	2	b	b	NUM
ejde-197	335	3	,	,	PUNCT
ejde-197	335	4	81	81	NUM
ejde-197	335	5	(	(	PUNCT
ejde-197	335	6	2019	2019	NUM
ejde-197	335	7	)	)	PUNCT
ejde-197	335	8	,	,	PUNCT
ejde-197	335	9	75	75	NUM
ejde-197	335	10	-	-	SYM
ejde-197	335	11	92	92	NUM
ejde-197	335	12	.	.	PUNCT
ejde-197	336	1	[	[	X
ejde-197	336	2	16	16	NUM
ejde-197	336	3	]	]	X
ejde-197	336	4	haubold	haubold	PROPN
ejde-197	336	5	,	,	PUNCT
ejde-197	336	6	h.	h.	PROPN
ejde-197	336	7	j.	j.	PROPN
ejde-197	336	8	;	;	PUNCT
ejde-197	336	9	mathai	mathai	PROPN
ejde-197	336	10	,	,	PUNCT
ejde-197	336	11	a.	a.	NOUN
ejde-197	336	12	m.	m.	NOUN
ejde-197	336	13	;	;	PUNCT
ejde-197	336	14	and	and	CCONJ
ejde-197	336	15	saxena	saxena	PROPN
ejde-197	336	16	,	,	PUNCT
ejde-197	336	17	r.	r.	PROPN
ejde-197	336	18	k.	k.	PROPN
ejde-197	336	19	;	;	PUNCT
ejde-197	336	20	analysis	analysis	NOUN
ejde-197	336	21	of	of	ADP
ejde-197	336	22	solar	solar	ADJ
ejde-197	336	23	neutrino	neutrino	NOUN
ejde-197	336	24	data	datum	NOUN
ejde-197	336	25	from	from	ADP
ejde-197	336	26	super	super	NOUN
ejde-197	336	27	-	-	ADJ
ejde-197	336	28	kamiokande	kamiokande	ADJ
ejde-197	336	29	i	i	PROPN
ejde-197	336	30	and	and	CCONJ
ejde-197	336	31	ii	ii	PROPN
ejde-197	336	32	.	.	PROPN
ejde-197	336	33	entropy	entropy	PROPN
ejde-197	336	34	,	,	PUNCT
ejde-197	336	35	16	16	NUM
ejde-197	336	36	(	(	PUNCT
ejde-197	336	37	2014	2014	NUM
ejde-197	336	38	)	)	PUNCT
ejde-197	336	39	(	(	PUNCT
ejde-197	336	40	3	3	NUM
ejde-197	336	41	)	)	PUNCT
ejde-197	336	42	,	,	PUNCT
ejde-197	336	43	1414	1414	NUM
ejde-197	336	44	-	-	SYM
ejde-197	336	45	1425	1425	NUM
ejde-197	336	46	.	.	PUNCT
ejde-197	337	1	[	[	X
ejde-197	337	2	17	17	NUM
ejde-197	337	3	]	]	X
ejde-197	337	4	hassani	hassani	PROPN
ejde-197	337	5	,	,	PUNCT
ejde-197	337	6	h.	h.	PROPN
ejde-197	337	7	;	;	PUNCT
ejde-197	337	8	and	and	CCONJ
ejde-197	337	9	yeganegi	yeganegi	NOUN
ejde-197	337	10	,	,	PUNCT
ejde-197	337	11	m.	m.	NOUN
ejde-197	337	12	r.	r.	PROPN
ejde-197	337	13	;	;	PUNCT
ejde-197	337	14	selecting	select	VERB
ejde-197	337	15	optimal	optimal	ADJ
ejde-197	337	16	lag	lag	NOUN
ejde-197	337	17	order	order	NOUN
ejde-197	337	18	in	in	ADP
ejde-197	337	19	ljung	ljung	ADJ
ejde-197	337	20	-	-	PUNCT
ejde-197	337	21	box	box	NOUN
ejde-197	337	22	test	test	NOUN
ejde-197	337	23	.	.	PUNCT
ejde-197	338	1	physica	physica	VERB
ejde-197	338	2	a	a	DET
ejde-197	338	3	:	:	PUNCT
ejde-197	338	4	statistical	statistical	ADJ
ejde-197	338	5	mechanics	mechanic	NOUN
ejde-197	338	6	and	and	CCONJ
ejde-197	338	7	its	its	PRON
ejde-197	338	8	applications	application	NOUN
ejde-197	338	9	,	,	PUNCT
ejde-197	338	10	541	541	NUM
ejde-197	338	11	(	(	PUNCT
ejde-197	338	12	2020	2020	NUM
ejde-197	338	13	)	)	PUNCT
ejde-197	338	14	,	,	PUNCT
ejde-197	338	15	123700	123700	NUM
ejde-197	338	16	.	.	PUNCT
ejde-197	339	1	[	[	X
ejde-197	339	2	18	18	NUM
ejde-197	339	3	]	]	X
ejde-197	339	4	huang	huang	PROPN
ejde-197	339	5	,	,	PUNCT
ejde-197	339	6	j.	j.	PROPN
ejde-197	339	7	;	;	PUNCT
ejde-197	339	8	shang	shang	PROPN
ejde-197	339	9	,	,	PUNCT
ejde-197	339	10	p.	p.	PROPN
ejde-197	339	11	;	;	PUNCT
ejde-197	339	12	zhao	zhao	X
ejde-197	339	13	,	,	PUNCT
ejde-197	339	14	x.	x.	NOUN
ejde-197	339	15	;	;	PUNCT
ejde-197	339	16	multifractal	multifractal	ADJ
ejde-197	339	17	diffusion	diffusion	NOUN
ejde-197	339	18	entropy	entropy	NOUN
ejde-197	339	19	analysis	analysis	NOUN
ejde-197	339	20	on	on	ADP
ejde-197	339	21	stock	stock	NOUN
ejde-197	339	22	volatility	volatility	NOUN
ejde-197	339	23	in	in	ADP
ejde-197	339	24	financial	financial	ADJ
ejde-197	339	25	markets	market	NOUN
ejde-197	339	26	.	.	PUNCT
ejde-197	340	1	physica	physica	VERB
ejde-197	340	2	a	a	DET
ejde-197	340	3	:	:	PUNCT
ejde-197	340	4	statistical	statistical	ADJ
ejde-197	340	5	mechanics	mechanic	NOUN
ejde-197	340	6	and	and	CCONJ
ejde-197	340	7	its	its	PRON
ejde-197	340	8	applications	application	NOUN
ejde-197	340	9	,	,	PUNCT
ejde-197	340	10	391	391	NUM
ejde-197	340	11	(	(	PUNCT
ejde-197	340	12	2012	2012	NUM
ejde-197	340	13	)	)	PUNCT
ejde-197	340	14	(	(	PUNCT
ejde-197	340	15	22	22	NUM
ejde-197	340	16	)	)	PUNCT
ejde-197	340	17	,	,	PUNCT
ejde-197	340	18	5739	5739	NUM
ejde-197	340	19	-	-	SYM
ejde-197	340	20	5745	5745	NUM
ejde-197	340	21	.	.	PUNCT
ejde-197	341	1	[	[	X
ejde-197	341	2	19	19	NUM
ejde-197	341	3	]	]	X
ejde-197	341	4	hurst	hurst	PROPN
ejde-197	341	5	,	,	PUNCT
ejde-197	341	6	h.	h.	PROPN
ejde-197	341	7	e.	e.	PROPN
ejde-197	341	8	;	;	PUNCT
ejde-197	341	9	long	long	ADJ
ejde-197	341	10	-	-	PUNCT
ejde-197	341	11	term	term	NOUN
ejde-197	341	12	storage	storage	NOUN
ejde-197	341	13	capacity	capacity	NOUN
ejde-197	341	14	of	of	ADP
ejde-197	341	15	reservoirs	reservoir	NOUN
ejde-197	341	16	.	.	PUNCT
ejde-197	342	1	transactions	transaction	NOUN
ejde-197	342	2	of	of	ADP
ejde-197	342	3	the	the	DET
ejde-197	342	4	american	american	ADJ
ejde-197	342	5	society	society	NOUN
ejde-197	342	6	of	of	ADP
ejde-197	342	7	civil	civil	ADJ
ejde-197	342	8	engineers	engineer	NOUN
ejde-197	342	9	,	,	PUNCT
ejde-197	342	10	116	116	NUM
ejde-197	342	11	(	(	PUNCT
ejde-197	342	12	1951	1951	NUM
ejde-197	342	13	)	)	PUNCT
ejde-197	342	14	(	(	PUNCT
ejde-197	342	15	1	1	NUM
ejde-197	342	16	)	)	PUNCT
ejde-197	342	17	,	,	PUNCT
ejde-197	342	18	770	770	NUM
ejde-197	342	19	-	-	SYM
ejde-197	342	20	799	799	NUM
ejde-197	342	21	.	.	PUNCT
ejde-197	343	1	[	[	X
ejde-197	343	2	20	20	NUM
ejde-197	343	3	]	]	SYM
ejde-197	343	4	https	https	NOUN
ejde-197	343	5	:	:	PUNCT
ejde-197	343	6	//www.physionet.org	//www.physionet.org	SYM
ejde-197	343	7	/	/	SYM
ejde-197	343	8	tutorials	tutorial	NOUN
ejde-197	343	9	/	/	SYM
ejde-197	343	10	fmnc	fmnc	PROPN
ejde-197	343	11	/	/	SYM
ejde-197	343	12	node5.html	node5.html	PROPN
ejde-197	344	1	[	[	X
ejde-197	344	2	21	21	NUM
ejde-197	344	3	]	]	X
ejde-197	344	4	http	http	NOUN
ejde-197	344	5	:	:	PUNCT
ejde-197	344	6	//www.ueltschi.org	//www.ueltschi.org	PUNCT
ejde-197	344	7	/	/	SYM
ejde-197	344	8	teaching	teaching	NOUN
ejde-197	344	9	/	/	SYM
ejde-197	344	10	chapshannon.pdf	chapshannon.pdf	X
ejde-197	344	11	[	[	X
ejde-197	344	12	22	22	NUM
ejde-197	344	13	]	]	X
ejde-197	344	14	http	http	NOUN
ejde-197	344	15	:	:	PUNCT
ejde-197	344	16	//galileo.phys.virginia.edu	//galileo.phys.virginia.edu	PUNCT
ejde-197	344	17	/	/	SYM
ejde-197	344	18	classes/152.mf1i.spring02	classes/152.mf1i.spring02	VERB
ejde-197	344	19	/	/	SYM
ejde-197	344	20	entropy.pdf	entropy.pdf	X
ejde-197	344	21	[	[	X
ejde-197	344	22	23	23	NUM
ejde-197	344	23	]	]	SYM
ejde-197	344	24	https	https	NOUN
ejde-197	344	25	:	:	PUNCT
ejde-197	344	26	//en.wikipedia.org	//en.wikipedia.org	ADJ
ejde-197	344	27	/	/	SYM
ejde-197	344	28	wiki	wiki	NOUN
ejde-197	344	29	/	/	SYM
ejde-197	344	30	ornstein%e2%80%93uhlenbeckprocess	ornstein%e2%80%93uhlenbeckprocess	PRON
ejde-197	344	31	[	[	X
ejde-197	344	32	24	24	NUM
ejde-197	344	33	]	]	SYM
ejde-197	344	34	https	https	NOUN
ejde-197	344	35	:	:	PUNCT
ejde-197	344	36	//en.wikipedia.org	//en.wikipedia.org	ADJ
ejde-197	344	37	/	/	SYM
ejde-197	344	38	wiki	wiki	PROPN
ejde-197	344	39	/	/	SYM
ejde-197	344	40	it%c3%b4	it%c3%b4	PROPN
ejde-197	344	41	calculus#it%c3%b4	calculus#it%c3%b4	PROPN
ejde-197	344	42	processes	process	NOUN
ejde-197	344	43	[	[	X
ejde-197	344	44	25	25	NUM
ejde-197	344	45	]	]	PUNCT
ejde-197	344	46	janczura	janczura	PROPN
ejde-197	344	47	,	,	PUNCT
ejde-197	344	48	j.	j.	PROPN
ejde-197	344	49	;	;	PUNCT
ejde-197	344	50	orzel	orzel	PROPN
ejde-197	344	51	,	,	PUNCT
ejde-197	344	52	s.	s.	PROPN
ejde-197	344	53	;	;	PUNCT
ejde-197	344	54	wylomańska	wylomańska	INTJ
ejde-197	344	55	,	,	PUNCT
ejde-197	344	56	a.	a.	NOUN
ejde-197	344	57	;	;	PUNCT
ejde-197	344	58	subordinated	subordinated	ADJ
ejde-197	344	59	α	α	NUM
ejde-197	344	60	-	-	ADJ
ejde-197	344	61	stable	stable	ADJ
ejde-197	344	62	ornstein	ornstein	PROPN
ejde-197	344	63	-	-	PUNCT
ejde-197	344	64	uhlenbeck	uhlenbeck	PROPN
ejde-197	344	65	process	process	NOUN
ejde-197	344	66	as	as	ADP
ejde-197	344	67	a	a	DET
ejde-197	344	68	tool	tool	NOUN
ejde-197	344	69	for	for	ADP
ejde-197	344	70	financial	financial	ADJ
ejde-197	344	71	data	datum	NOUN
ejde-197	344	72	description	description	NOUN
ejde-197	344	73	.	.	PUNCT
ejde-197	345	1	physica	physica	PROPN
ejde-197	345	2	a	a	DET
ejde-197	345	3	:	:	PUNCT
ejde-197	345	4	statistical	statistical	ADJ
ejde-197	345	5	mechanics	mechanic	NOUN
ejde-197	345	6	and	and	CCONJ
ejde-197	345	7	its	its	PRON
ejde-197	345	8	applications	application	NOUN
ejde-197	345	9	,	,	PUNCT
ejde-197	345	10	390	390	NUM
ejde-197	345	11	(	(	PUNCT
ejde-197	345	12	2011	2011	NUM
ejde-197	345	13	)	)	PUNCT
ejde-197	345	14	(	(	PUNCT
ejde-197	345	15	23	23	NUM
ejde-197	345	16	-	-	SYM
ejde-197	345	17	24	24	NUM
ejde-197	345	18	)	)	PUNCT
ejde-197	345	19	,	,	PUNCT
ejde-197	345	20	4379	4379	NUM
ejde-197	345	21	-	-	SYM
ejde-197	345	22	4387	4387	NUM
ejde-197	345	23	.	.	PUNCT
ejde-197	346	1	[	[	X
ejde-197	346	2	26	26	NUM
ejde-197	346	3	]	]	SYM
ejde-197	346	4	lévy	lévy	NOUN
ejde-197	346	5	,	,	PUNCT
ejde-197	346	6	p.	p.	NOUN
ejde-197	346	7	;	;	PUNCT
ejde-197	346	8	théorie	théorie	PROPN
ejde-197	346	9	de	de	PROPN
ejde-197	346	10	l’addition	l’addition	PROPN
ejde-197	346	11	des	des	PROPN
ejde-197	346	12	variables	variables	PROPN
ejde-197	346	13	aléatoires	aléatoire	NOUN
ejde-197	346	14	,	,	PUNCT
ejde-197	346	15	gauthier	gauthier	NOUN
ejde-197	346	16	-	-	PUNCT
ejde-197	346	17	villars	villar	NOUN
ejde-197	346	18	,	,	PUNCT
ejde-197	346	19	paris	paris	PROPN
ejde-197	346	20	.	.	PROPN
ejde-197	346	21	,	,	PUNCT
ejde-197	346	22	1954	1954	NUM
ejde-197	346	23	.	.	PUNCT
ejde-197	347	1	[	[	X
ejde-197	347	2	27	27	NUM
ejde-197	347	3	]	]	X
ejde-197	347	4	maller	maller	NOUN
ejde-197	347	5	,	,	PUNCT
ejde-197	347	6	r.	r.	PROPN
ejde-197	347	7	a.	a.	PROPN
ejde-197	347	8	;	;	PUNCT
ejde-197	347	9	müller	müller	NOUN
ejde-197	347	10	,	,	PUNCT
ejde-197	347	11	g.	g.	PROPN
ejde-197	347	12	;	;	PUNCT
ejde-197	347	13	szimayer	szimayer	PROPN
ejde-197	347	14	,	,	PUNCT
ejde-197	347	15	a.	a.	PROPN
ejde-197	347	16	;	;	PUNCT
ejde-197	347	17	ornstein	ornstein	PROPN
ejde-197	347	18	–	–	PUNCT
ejde-197	347	19	uhlenbeck	uhlenbeck	NOUN
ejde-197	347	20	processes	process	NOUN
ejde-197	347	21	and	and	CCONJ
ejde-197	347	22	extensions	extension	NOUN
ejde-197	347	23	.	.	PUNCT
ejde-197	348	1	handbook	handbook	NOUN
ejde-197	348	2	of	of	ADP
ejde-197	348	3	financial	financial	ADJ
ejde-197	348	4	time	time	NOUN
ejde-197	348	5	series	series	NOUN
ejde-197	348	6	,	,	PUNCT
ejde-197	348	7	(	(	PUNCT
ejde-197	348	8	2009	2009	NUM
ejde-197	348	9	)	)	PUNCT
ejde-197	348	10	,	,	PUNCT
ejde-197	348	11	421	421	NUM
ejde-197	348	12	-	-	SYM
ejde-197	348	13	437	437	NUM
ejde-197	348	14	.	.	PUNCT
ejde-197	349	1	[	[	X
ejde-197	349	2	28	28	NUM
ejde-197	349	3	]	]	X
ejde-197	349	4	mandal	mandal	NOUN
ejde-197	349	5	,	,	PUNCT
ejde-197	349	6	m.	m.	NOUN
ejde-197	349	7	;	;	PUNCT
ejde-197	349	8	jana	jana	PROPN
ejde-197	349	9	,	,	PUNCT
ejde-197	349	10	s.	s.	PROPN
ejde-197	349	11	;	;	PUNCT
ejde-197	349	12	nandi	nandi	PROPN
ejde-197	349	13	,	,	PUNCT
ejde-197	349	14	s.	s.	PROPN
ejde-197	349	15	k.	k.	PROPN
ejde-197	349	16	;	;	PUNCT
ejde-197	349	17	khatua	khatua	NOUN
ejde-197	349	18	,	,	PUNCT
ejde-197	349	19	a.	a.	NOUN
ejde-197	349	20	;	;	PUNCT
ejde-197	349	21	adak	adak	PROPN
ejde-197	349	22	,	,	PUNCT
ejde-197	349	23	s.	s.	PROPN
ejde-197	349	24	;	;	PUNCT
ejde-197	349	25	kar	kar	PROPN
ejde-197	349	26	,	,	PUNCT
ejde-197	349	27	t.	t.	PROPN
ejde-197	349	28	k.	k.	PROPN
ejde-197	349	29	;	;	PUNCT
ejde-197	349	30	a	a	DET
ejde-197	349	31	model	model	NOUN
ejde-197	349	32	based	base	VERB
ejde-197	349	33	study	study	NOUN
ejde-197	349	34	on	on	ADP
ejde-197	349	35	the	the	DET
ejde-197	349	36	dynamics	dynamic	NOUN
ejde-197	349	37	of	of	ADP
ejde-197	349	38	covid-19	covid-19	PROPN
ejde-197	349	39	:	:	PUNCT
ejde-197	349	40	prediction	prediction	NOUN
ejde-197	349	41	and	and	CCONJ
ejde-197	349	42	control	control	NOUN
ejde-197	349	43	.	.	PUNCT
ejde-197	350	1	chaos	chaos	NOUN
ejde-197	350	2	,	,	PUNCT
ejde-197	350	3	solitons	soliton	NOUN
ejde-197	350	4	and	and	CCONJ
ejde-197	350	5	fractals	fractal	NOUN
ejde-197	350	6	,	,	PUNCT
ejde-197	350	7	136	136	NUM
ejde-197	350	8	(	(	PUNCT
ejde-197	350	9	2020	2020	NUM
ejde-197	350	10	)	)	PUNCT
ejde-197	350	11	,	,	PUNCT
ejde-197	350	12	109889	109889	NUM
ejde-197	350	13	.	.	PUNCT
ejde-197	351	1	[	[	X
ejde-197	351	2	29	29	NUM
ejde-197	351	3	]	]	X
ejde-197	351	4	mantegna	mantegna	PROPN
ejde-197	351	5	,	,	PUNCT
ejde-197	351	6	r.	r.	PROPN
ejde-197	351	7	n.	n.	PROPN
ejde-197	351	8	;	;	PUNCT
ejde-197	351	9	stanley	stanley	PROPN
ejde-197	351	10	,	,	PUNCT
ejde-197	351	11	h.	h.	PROPN
ejde-197	351	12	e.	e.	PROPN
ejde-197	351	13	;	;	PUNCT
ejde-197	351	14	introduction	introduction	NOUN
ejde-197	351	15	to	to	ADP
ejde-197	351	16	econophysics	econophysic	NOUN
ejde-197	351	17	:	:	PUNCT
ejde-197	351	18	correlations	correlation	NOUN
ejde-197	351	19	and	and	CCONJ
ejde-197	351	20	complexity	complexity	NOUN
ejde-197	351	21	in	in	ADP
ejde-197	351	22	finance	finance	NOUN
ejde-197	351	23	.	.	PUNCT
ejde-197	352	1	cambridge	cambridge	PROPN
ejde-197	352	2	university	university	PROPN
ejde-197	352	3	press	press	NOUN
ejde-197	352	4	,	,	PUNCT
ejde-197	352	5	1999	1999	NUM
ejde-197	352	6	.	.	PUNCT
ejde-197	353	1	[	[	X
ejde-197	353	2	30	30	NUM
ejde-197	353	3	]	]	X
ejde-197	353	4	mariani	mariani	ADJ
ejde-197	353	5	,	,	PUNCT
ejde-197	353	6	m.	m.	NOUN
ejde-197	353	7	c.	c.	PROPN
ejde-197	353	8	;	;	PUNCT
ejde-197	353	9	tweneboah	tweneboah	NOUN
ejde-197	353	10	,	,	PUNCT
ejde-197	353	11	o.	o.	PROPN
ejde-197	353	12	k.	k.	PROPN
ejde-197	353	13	;	;	PUNCT
ejde-197	353	14	stochastic	stochastic	ADJ
ejde-197	353	15	differential	differential	ADJ
ejde-197	353	16	equations	equation	NOUN
ejde-197	353	17	applied	apply	VERB
ejde-197	353	18	to	to	ADP
ejde-197	353	19	the	the	DET
ejde-197	353	20	study	study	NOUN
ejde-197	353	21	of	of	ADP
ejde-197	353	22	geophysical	geophysical	ADJ
ejde-197	353	23	and	and	CCONJ
ejde-197	353	24	financial	financial	ADJ
ejde-197	353	25	time	time	NOUN
ejde-197	353	26	series	series	PROPN
ejde-197	353	27	.	.	PUNCT
ejde-197	354	1	physica	physica	PROPN
ejde-197	354	2	a	a	DET
ejde-197	354	3	:	:	PUNCT
ejde-197	354	4	statistical	statistical	ADJ
ejde-197	354	5	mechanics	mechanic	NOUN
ejde-197	354	6	and	and	CCONJ
ejde-197	354	7	its	its	PRON
ejde-197	354	8	applications	application	NOUN
ejde-197	354	9	,	,	PUNCT
ejde-197	354	10	443	443	NUM
ejde-197	354	11	(	(	PUNCT
ejde-197	354	12	2016	2016	NUM
ejde-197	354	13	)	)	PUNCT
ejde-197	354	14	,	,	PUNCT
ejde-197	354	15	170	170	NUM
ejde-197	354	16	-	-	SYM
ejde-197	354	17	178	178	NUM
ejde-197	354	18	.	.	PUNCT
ejde-197	355	1	[	[	X
ejde-197	355	2	31	31	NUM
ejde-197	355	3	]	]	X
ejde-197	355	4	mariani	mariani	PROPN
ejde-197	355	5	,	,	PUNCT
ejde-197	355	6	m.c	m.c	PROPN
ejde-197	355	7	;	;	PUNCT
ejde-197	355	8	tweneboah	tweneboah	NOUN
ejde-197	355	9	,	,	PUNCT
ejde-197	355	10	o.	o.	PROPN
ejde-197	355	11	k.	k.	PROPN
ejde-197	355	12	;	;	PUNCT
ejde-197	355	13	modeling	model	VERB
ejde-197	355	14	high	high	ADJ
ejde-197	355	15	frequency	frequency	NOUN
ejde-197	355	16	stock	stock	NOUN
ejde-197	355	17	market	market	NOUN
ejde-197	355	18	data	datum	NOUN
ejde-197	355	19	by	by	ADP
ejde-197	355	20	using	use	VERB
ejde-197	355	21	stochastic	stochastic	ADJ
ejde-197	355	22	models	model	NOUN
ejde-197	355	23	.	.	PUNCT
ejde-197	356	1	stochastic	stochastic	ADJ
ejde-197	356	2	analysis	analysis	NOUN
ejde-197	356	3	and	and	CCONJ
ejde-197	356	4	applications	application	NOUN
ejde-197	356	5	,	,	PUNCT
ejde-197	356	6	40	40	NUM
ejde-197	356	7	(	(	PUNCT
ejde-197	356	8	2022	2022	NUM
ejde-197	356	9	)	)	PUNCT
ejde-197	356	10	(	(	PUNCT
ejde-197	356	11	4	4	NUM
ejde-197	356	12	)	)	PUNCT
ejde-197	356	13	,	,	PUNCT
ejde-197	356	14	573	573	NUM
ejde-197	356	15	-	-	SYM
ejde-197	356	16	588	588	NUM
ejde-197	356	17	.	.	PUNCT
ejde-197	357	1	[	[	X
ejde-197	357	2	32	32	NUM
ejde-197	357	3	]	]	PUNCT
ejde-197	357	4	mariani	mariani	ADJ
ejde-197	357	5	,	,	PUNCT
ejde-197	357	6	m.	m.	NOUN
ejde-197	357	7	c.	c.	PROPN
ejde-197	357	8	;	;	PUNCT
ejde-197	357	9	asante	asante	PROPN
ejde-197	357	10	,	,	PUNCT
ejde-197	357	11	p.	p.	PROPN
ejde-197	357	12	k.	k.	PROPN
ejde-197	357	13	;	;	PUNCT
ejde-197	357	14	bhuiyan	bhuiyan	PROPN
ejde-197	357	15	,	,	PUNCT
ejde-197	357	16	m.	m.	NOUN
ejde-197	357	17	a.	a.	NOUN
ejde-197	357	18	m.	m.	NOUN
ejde-197	357	19	;	;	PUNCT
ejde-197	357	20	beccar	beccar	ADJ
ejde-197	357	21	-	-	PUNCT
ejde-197	357	22	varela	varela	NOUN
ejde-197	357	23	,	,	PUNCT
ejde-197	357	24	m.	m.	NOUN
ejde-197	357	25	p.	p.	PROPN
ejde-197	357	26	;	;	PUNCT
ejde-197	357	27	jaroszewicz	jaroszewicz	PROPN
ejde-197	357	28	,	,	PUNCT
ejde-197	357	29	s.	s.	PROPN
ejde-197	357	30	;	;	PUNCT
ejde-197	357	31	tweneboah	tweneboah	NOUN
ejde-197	357	32	,	,	PUNCT
ejde-197	357	33	o.	o.	PROPN
ejde-197	357	34	k.	k.	PROPN
ejde-197	357	35	;	;	PUNCT
ejde-197	357	36	long	long	ADJ
ejde-197	357	37	-	-	PUNCT
ejde-197	357	38	range	range	NOUN
ejde-197	357	39	correlations	correlation	NOUN
ejde-197	357	40	and	and	CCONJ
ejde-197	357	41	characterization	characterization	NOUN
ejde-197	357	42	of	of	ADP
ejde-197	357	43	financial	financial	ADJ
ejde-197	357	44	and	and	CCONJ
ejde-197	357	45	volcanic	volcanic	ADJ
ejde-197	357	46	time	time	NOUN
ejde-197	357	47	series	series	NOUN
ejde-197	357	48	.	.	PUNCT
ejde-197	358	1	mathematics	mathematic	NOUN
ejde-197	358	2	,	,	PUNCT
ejde-197	358	3	8	8	NUM
ejde-197	358	4	(	(	PUNCT
ejde-197	358	5	2020	2020	NUM
ejde-197	358	6	)	)	PUNCT
ejde-197	358	7	(	(	PUNCT
ejde-197	358	8	3	3	NUM
ejde-197	358	9	)	)	PUNCT
ejde-197	358	10	,	,	PUNCT
ejde-197	358	11	441	441	NUM
ejde-197	358	12	.	.	PUNCT
ejde-197	359	1	[	[	X
ejde-197	359	2	33	33	NUM
ejde-197	359	3	]	]	PUNCT
ejde-197	359	4	mariani	mariani	ADJ
ejde-197	359	5	,	,	PUNCT
ejde-197	359	6	m.	m.	NOUN
ejde-197	359	7	c.	c.	PROPN
ejde-197	359	8	;	;	PUNCT
ejde-197	359	9	asante	asante	PROPN
ejde-197	359	10	,	,	PUNCT
ejde-197	359	11	p.	p.	PROPN
ejde-197	359	12	k.	k.	PROPN
ejde-197	359	13	;	;	PUNCT
ejde-197	360	1	tweneboah	tweneboah	NOUN
ejde-197	360	2	,	,	PUNCT
ejde-197	360	3	o.	o.	PROPN
ejde-197	360	4	k.	k.	PROPN
ejde-197	360	5	;	;	PUNCT
ejde-197	360	6	kubin	kubin	PROPN
ejde-197	360	7	,	,	PUNCT
ejde-197	360	8	w.	w.	PROPN
ejde-197	360	9	;	;	PUNCT
ejde-197	360	10	a	a	DET
ejde-197	360	11	3	3	NUM
ejde-197	360	12	-	-	PUNCT
ejde-197	360	13	component	component	NOUN
ejde-197	360	14	superposed	superpose	VERB
ejde-197	360	15	ornstein	ornstein	PROPN
ejde-197	360	16	-	-	PUNCT
ejde-197	360	17	uhlenbeck	uhlenbeck	PROPN
ejde-197	360	18	model	model	NOUN
ejde-197	360	19	applied	apply	VERB
ejde-197	360	20	to	to	ADP
ejde-197	360	21	financial	financial	ADJ
ejde-197	360	22	stock	stock	NOUN
ejde-197	360	23	markets	market	NOUN
ejde-197	360	24	.	.	PUNCT
ejde-197	361	1	research	research	NOUN
ejde-197	361	2	in	in	ADP
ejde-197	361	3	mathematics	mathematic	NOUN
ejde-197	361	4	,	,	PUNCT
ejde-197	361	5	9	9	NUM
ejde-197	361	6	(	(	PUNCT
ejde-197	361	7	2022	2022	NUM
ejde-197	361	8	)	)	PUNCT
ejde-197	361	9	(	(	PUNCT
ejde-197	361	10	1	1	NUM
ejde-197	361	11	)	)	PUNCT
ejde-197	361	12	,	,	PUNCT
ejde-197	361	13	2024339	2024339	NUM
ejde-197	361	14	.	.	PUNCT
ejde-197	362	1	[	[	X
ejde-197	362	2	34	34	NUM
ejde-197	362	3	]	]	X
ejde-197	362	4	mariani	mariani	ADJ
ejde-197	362	5	,	,	PUNCT
ejde-197	362	6	m.	m.	NOUN
ejde-197	362	7	c.	c.	PROPN
ejde-197	362	8	;	;	PUNCT
ejde-197	362	9	kubin	kubin	PROPN
ejde-197	362	10	,	,	PUNCT
ejde-197	362	11	w.	w.	PROPN
ejde-197	362	12	;	;	PUNCT
ejde-197	362	13	asante	asante	PROPN
ejde-197	362	14	,	,	PUNCT
ejde-197	362	15	p.	p.	PROPN
ejde-197	362	16	k.	k.	PROPN
ejde-197	362	17	;	;	PUNCT
ejde-197	362	18	guthrie	guthrie	PROPN
ejde-197	362	19	,	,	PUNCT
ejde-197	362	20	j.	j.	PROPN
ejde-197	362	21	a.	a.	PROPN
ejde-197	362	22	;	;	PUNCT
ejde-197	362	23	tweneboah	tweneboah	NOUN
ejde-197	362	24	,	,	PUNCT
ejde-197	362	25	o.	o.	PROPN
ejde-197	362	26	k.	k.	PROPN
ejde-197	362	27	;	;	PUNCT
ejde-197	362	28	relationship	relationship	NOUN
ejde-197	362	29	between	between	ADP
ejde-197	362	30	continuum	continuum	NOUN
ejde-197	362	31	of	of	ADP
ejde-197	362	32	hurst	hurst	PROPN
ejde-197	362	33	exponents	exponent	NOUN
ejde-197	362	34	of	of	ADP
ejde-197	362	35	noise	noise	NOUN
ejde-197	362	36	-	-	PUNCT
ejde-197	362	37	like	like	ADJ
ejde-197	362	38	time	time	NOUN
ejde-197	362	39	series	series	NOUN
ejde-197	362	40	and	and	CCONJ
ejde-197	362	41	the	the	DET
ejde-197	362	42	cantor	cantor	PROPN
ejde-197	362	43	set	set	PROPN
ejde-197	362	44	.	.	PUNCT
ejde-197	363	1	entropy	entropy	PROPN
ejde-197	363	2	,	,	PUNCT
ejde-197	363	3	23	23	NUM
ejde-197	363	4	(	(	PUNCT
ejde-197	363	5	2021	2021	NUM
ejde-197	363	6	)	)	PUNCT
ejde-197	363	7	(	(	PUNCT
ejde-197	363	8	11	11	NUM
ejde-197	363	9	)	)	PUNCT
ejde-197	363	10	,	,	PUNCT
ejde-197	363	11	1505	1505	NUM
ejde-197	363	12	.	.	PUNCT
ejde-197	364	1	[	[	X
ejde-197	364	2	35	35	NUM
ejde-197	364	3	]	]	X
ejde-197	364	4	mariani	mariani	ADJ
ejde-197	364	5	,	,	PUNCT
ejde-197	364	6	m.	m.	NOUN
ejde-197	364	7	c.	c.	PROPN
ejde-197	364	8	;	;	PUNCT
ejde-197	364	9	kubin	kubin	PROPN
ejde-197	364	10	,	,	PUNCT
ejde-197	364	11	w.	w.	PROPN
ejde-197	364	12	;	;	PUNCT
ejde-197	364	13	asante	asante	PROPN
ejde-197	364	14	,	,	PUNCT
ejde-197	364	15	p.	p.	PROPN
ejde-197	364	16	k.	k.	PROPN
ejde-197	364	17	;	;	PUNCT
ejde-197	364	18	tweneboah	tweneboah	NOUN
ejde-197	364	19	,	,	PUNCT
ejde-197	364	20	o.	o.	PROPN
ejde-197	364	21	k.	k.	PROPN
ejde-197	364	22	;	;	PUNCT
ejde-197	364	23	beccar	beccar	ADJ
ejde-197	364	24	-	-	PUNCT
ejde-197	364	25	varela	varela	NOUN
ejde-197	364	26	,	,	PUNCT
ejde-197	364	27	m.	m.	NOUN
ejde-197	364	28	p.	p.	PROPN
ejde-197	364	29	;	;	PUNCT
ejde-197	364	30	jaroszewicz	jaroszewicz	PROPN
ejde-197	364	31	,	,	PUNCT
ejde-197	364	32	s.	s.	PROPN
ejde-197	364	33	;	;	PUNCT
ejde-197	364	34	gonzalez	gonzalez	PROPN
ejde-197	364	35	-	-	PUNCT
ejde-197	364	36	huizar	huizar	PROPN
ejde-197	364	37	,	,	PUNCT
ejde-197	364	38	h.	h.	NOUN
ejde-197	364	39	;	;	PUNCT
ejde-197	364	40	self	self	NOUN
ejde-197	364	41	-	-	PUNCT
ejde-197	364	42	similar	similar	ADJ
ejde-197	364	43	models	model	NOUN
ejde-197	364	44	:	:	PUNCT
ejde-197	364	45	relationship	relationship	NOUN
ejde-197	364	46	between	between	ADP
ejde-197	364	47	the	the	DET
ejde-197	364	48	diffusion	diffusion	NOUN
ejde-197	364	49	entropy	entropy	PROPN
ejde-197	364	50	analysis	analysis	NOUN
ejde-197	364	51	,	,	PUNCT
ejde-197	364	52	detrended	detrende	VERB
ejde-197	364	53	fluctuation	fluctuation	NOUN
ejde-197	364	54	analysis	analysis	NOUN
ejde-197	364	55	and	and	CCONJ
ejde-197	364	56	lévy	lévy	NUM
ejde-197	364	57	models	model	NOUN
ejde-197	364	58	.	.	PUNCT
ejde-197	365	1	mathematics	mathematic	NOUN
ejde-197	365	2	,	,	PUNCT
ejde-197	365	3	8	8	NUM
ejde-197	365	4	(	(	PUNCT
ejde-197	365	5	2020	2020	NUM
ejde-197	365	6	)	)	PUNCT
ejde-197	365	7	(	(	PUNCT
ejde-197	365	8	7	7	NUM
ejde-197	365	9	)	)	PUNCT
ejde-197	365	10	,	,	PUNCT
ejde-197	365	11	1046	1046	NUM
ejde-197	365	12	.	.	PUNCT
ejde-197	366	1	[	[	X
ejde-197	366	2	36	36	NUM
ejde-197	366	3	]	]	X
ejde-197	366	4	nicolato	nicolato	PROPN
ejde-197	366	5	,	,	PUNCT
ejde-197	366	6	e.	e.	PROPN
ejde-197	366	7	;	;	PUNCT
ejde-197	366	8	venardos	venardos	PROPN
ejde-197	366	9	,	,	PUNCT
ejde-197	366	10	e.	e.	PROPN
ejde-197	366	11	;	;	PUNCT
ejde-197	366	12	option	option	NOUN
ejde-197	366	13	pricing	pricing	NOUN
ejde-197	366	14	in	in	ADP
ejde-197	366	15	stochastic	stochastic	ADJ
ejde-197	366	16	volatility	volatility	NOUN
ejde-197	366	17	models	model	NOUN
ejde-197	366	18	of	of	ADP
ejde-197	366	19	the	the	DET
ejde-197	366	20	ornsteinuhlenbeck	ornsteinuhlenbeck	NOUN
ejde-197	366	21	type	type	NOUN
ejde-197	366	22	.	.	PUNCT
ejde-197	366	23	mathematical	mathematical	ADJ
ejde-197	366	24	finance	finance	NOUN
ejde-197	366	25	:	:	PUNCT
ejde-197	366	26	an	an	DET
ejde-197	366	27	international	international	ADJ
ejde-197	366	28	journal	journal	NOUN
ejde-197	366	29	of	of	ADP
ejde-197	366	30	mathematics	mathematic	NOUN
ejde-197	366	31	,	,	PUNCT
ejde-197	366	32	statistics	statistic	NOUN
ejde-197	366	33	and	and	CCONJ
ejde-197	366	34	financial	financial	ADJ
ejde-197	366	35	economics	economic	NOUN
ejde-197	366	36	,	,	PUNCT
ejde-197	366	37	13	13	NUM
ejde-197	366	38	(	(	PUNCT
ejde-197	366	39	2003	2003	NUM
ejde-197	366	40	)	)	PUNCT
ejde-197	366	41	(	(	PUNCT
ejde-197	366	42	4	4	NUM
ejde-197	366	43	)	)	PUNCT
ejde-197	366	44	,	,	PUNCT
ejde-197	366	45	445	445	NUM
ejde-197	366	46	-	-	SYM
ejde-197	366	47	466	466	NUM
ejde-197	366	48	.	.	PUNCT
ejde-197	367	1	[	[	X
ejde-197	367	2	37	37	NUM
ejde-197	367	3	]	]	PUNCT
ejde-197	367	4	obuchowski	obuchowski	NOUN
ejde-197	367	5	,	,	PUNCT
ejde-197	367	6	j.	j.	PROPN
ejde-197	367	7	;	;	PUNCT
ejde-197	367	8	wylomanska	wylomanska	PROPN
ejde-197	367	9	,	,	PUNCT
ejde-197	367	10	a.	a.	NOUN
ejde-197	367	11	;	;	PUNCT
ejde-197	367	12	ornstein	ornstein	PROPN
ejde-197	367	13	-	-	PUNCT
ejde-197	367	14	uhlenbeck	uhlenbeck	PROPN
ejde-197	367	15	process	process	NOUN
ejde-197	367	16	with	with	ADP
ejde-197	367	17	non	non	ADJ
ejde-197	367	18	-	-	ADJ
ejde-197	367	19	gaussian	gaussian	ADJ
ejde-197	367	20	structure	structure	NOUN
ejde-197	367	21	.	.	PUNCT
ejde-197	368	1	acta	acta	PROPN
ejde-197	368	2	physica	physica	PROPN
ejde-197	368	3	polonica	polonica	PROPN
ejde-197	368	4	b	b	PROPN
ejde-197	368	5	,	,	PUNCT
ejde-197	368	6	44(5	44(5	NOUN
ejde-197	368	7	)	)	PUNCT
ejde-197	368	8	.	.	PUNCT
ejde-197	369	1	[	[	X
ejde-197	369	2	38	38	NUM
ejde-197	369	3	]	]	X
ejde-197	369	4	peng	peng	PROPN
ejde-197	369	5	,	,	PUNCT
ejde-197	369	6	c.	c.	PROPN
ejde-197	369	7	k.	k.	PROPN
ejde-197	369	8	;	;	PUNCT
ejde-197	369	9	buldyrev	buldyrev	PROPN
ejde-197	369	10	,	,	PUNCT
ejde-197	369	11	s.	s.	PROPN
ejde-197	369	12	v.	v.	PROPN
ejde-197	369	13	;	;	PUNCT
ejde-197	369	14	havlin	havlin	PROPN
ejde-197	369	15	,	,	PUNCT
ejde-197	369	16	s.	s.	PROPN
ejde-197	369	17	;	;	PUNCT
ejde-197	369	18	simons	simon	NOUN
ejde-197	369	19	,	,	PUNCT
ejde-197	369	20	m.	m.	NOUN
ejde-197	369	21	;	;	PUNCT
ejde-197	369	22	stanley	stanley	PROPN
ejde-197	369	23	,	,	PUNCT
ejde-197	369	24	h.	h.	PROPN
ejde-197	369	25	e.	e.	PROPN
ejde-197	369	26	;	;	PUNCT
ejde-197	369	27	goldberger	goldberger	ADJ
ejde-197	369	28	,	,	PUNCT
ejde-197	369	29	a.	a.	NOUN
ejde-197	369	30	l.	l.	PROPN
ejde-197	369	31	;	;	PUNCT
ejde-197	369	32	mosaic	mosaic	ADJ
ejde-197	369	33	organization	organization	NOUN
ejde-197	369	34	of	of	ADP
ejde-197	369	35	dna	dna	PROPN
ejde-197	369	36	nucleotides	nucleotide	NOUN
ejde-197	369	37	.	.	PUNCT
ejde-197	370	1	physical	physical	ADJ
ejde-197	370	2	review	review	PROPN
ejde-197	370	3	e	e	NOUN
ejde-197	370	4	,	,	PUNCT
ejde-197	370	5	49	49	NUM
ejde-197	370	6	(	(	PUNCT
ejde-197	370	7	1994	1994	NUM
ejde-197	370	8	)	)	PUNCT
ejde-197	370	9	(	(	PUNCT
ejde-197	370	10	2	2	NUM
ejde-197	370	11	)	)	PUNCT
ejde-197	370	12	,	,	PUNCT
ejde-197	370	13	1685	1685	NUM
ejde-197	370	14	.	.	PUNCT
ejde-197	371	1	[	[	X
ejde-197	371	2	39	39	NUM
ejde-197	371	3	]	]	PUNCT
ejde-197	371	4	punzo	punzo	NOUN
ejde-197	371	5	,	,	PUNCT
ejde-197	371	6	a.	a.	NOUN
ejde-197	371	7	;	;	PUNCT
ejde-197	371	8	a	a	DET
ejde-197	371	9	new	new	ADJ
ejde-197	371	10	look	look	NOUN
ejde-197	371	11	at	at	ADP
ejde-197	371	12	the	the	DET
ejde-197	371	13	inverse	inverse	ADJ
ejde-197	371	14	gaussian	gaussian	ADJ
ejde-197	371	15	distribution	distribution	NOUN
ejde-197	371	16	with	with	ADP
ejde-197	371	17	applications	application	NOUN
ejde-197	371	18	to	to	ADP
ejde-197	371	19	insurance	insurance	NOUN
ejde-197	371	20	and	and	CCONJ
ejde-197	371	21	economic	economic	ADJ
ejde-197	371	22	data	datum	NOUN
ejde-197	371	23	.	.	PUNCT
ejde-197	372	1	journal	journal	PROPN
ejde-197	372	2	of	of	ADP
ejde-197	372	3	applied	apply	VERB
ejde-197	372	4	statistics	statistic	NOUN
ejde-197	372	5	,	,	PUNCT
ejde-197	372	6	46	46	NUM
ejde-197	372	7	(	(	PUNCT
ejde-197	372	8	2019	2019	NUM
ejde-197	372	9	)	)	PUNCT
ejde-197	372	10	(	(	PUNCT
ejde-197	372	11	7	7	NUM
ejde-197	372	12	)	)	PUNCT
ejde-197	372	13	,	,	PUNCT
ejde-197	372	14	1260	1260	NUM
ejde-197	372	15	-	-	SYM
ejde-197	372	16	1287	1287	NUM
ejde-197	372	17	.	.	PUNCT
ejde-197	373	1	ejde-2023	ejde-2023	ADJ
ejde-197	373	2	/	/	SYM
ejde-197	373	3	si/02	si/02	PROPN
ejde-197	373	4	ornstein	ornstein	PROPN
ejde-197	373	5	-	-	PUNCT
ejde-197	373	6	uhlenbeck	uhlenbeck	PROPN
ejde-197	373	7	model	model	NOUN
ejde-197	373	8	207	207	NUM
ejde-197	373	9	[	[	X
ejde-197	373	10	40	40	NUM
ejde-197	373	11	]	]	PUNCT
ejde-197	373	12	reynolds	reynold	NOUN
ejde-197	373	13	,	,	PUNCT
ejde-197	373	14	a.	a.	NOUN
ejde-197	373	15	m.	m.	NOUN
ejde-197	373	16	;	;	PUNCT
ejde-197	373	17	current	current	ADJ
ejde-197	373	18	status	status	NOUN
ejde-197	373	19	and	and	CCONJ
ejde-197	373	20	future	future	ADJ
ejde-197	373	21	directions	direction	NOUN
ejde-197	373	22	of	of	ADP
ejde-197	373	23	lévy	lévy	X
ejde-197	373	24	walk	walk	NOUN
ejde-197	373	25	research	research	NOUN
ejde-197	373	26	.	.	PUNCT
ejde-197	374	1	biology	biology	NOUN
ejde-197	374	2	open	open	ADJ
ejde-197	374	3	,	,	PUNCT
ejde-197	374	4	7	7	NUM
ejde-197	374	5	(	(	PUNCT
ejde-197	374	6	2018	2018	NUM
ejde-197	374	7	)	)	PUNCT
ejde-197	374	8	(	(	PUNCT
ejde-197	374	9	1	1	NUM
ejde-197	374	10	)	)	PUNCT
ejde-197	374	11	,	,	PUNCT
ejde-197	374	12	bio030106	bio030106	NOUN
ejde-197	374	13	.	.	PUNCT
ejde-197	375	1	[	[	X
ejde-197	375	2	41	41	NUM
ejde-197	375	3	]	]	PUNCT
ejde-197	375	4	salmon	salmon	NOUN
ejde-197	375	5	,	,	PUNCT
ejde-197	375	6	n.	n.	NOUN
ejde-197	375	7	;	;	PUNCT
ejde-197	375	8	sengupta	sengupta	NOUN
ejde-197	375	9	,	,	PUNCT
ejde-197	375	10	i.	i.	NOUN
ejde-197	375	11	;	;	PUNCT
ejde-197	375	12	fractional	fractional	ADJ
ejde-197	375	13	barndorff	barndorff	PROPN
ejde-197	375	14	-	-	PUNCT
ejde-197	375	15	nielsen	nielsen	PROPN
ejde-197	375	16	and	and	CCONJ
ejde-197	375	17	shephard	shephard	PROPN
ejde-197	375	18	model	model	NOUN
ejde-197	375	19	:	:	PUNCT
ejde-197	375	20	applications	application	NOUN
ejde-197	375	21	in	in	ADP
ejde-197	375	22	variance	variance	NOUN
ejde-197	375	23	and	and	CCONJ
ejde-197	375	24	volatility	volatility	NOUN
ejde-197	375	25	swaps	swap	NOUN
ejde-197	375	26	,	,	PUNCT
ejde-197	375	27	and	and	CCONJ
ejde-197	375	28	hedging	hedging	NOUN
ejde-197	375	29	.	.	PUNCT
ejde-197	376	1	annals	annal	NOUN
ejde-197	376	2	of	of	ADP
ejde-197	376	3	finance	finance	NOUN
ejde-197	376	4	,	,	PUNCT
ejde-197	376	5	17	17	NUM
ejde-197	376	6	(	(	PUNCT
ejde-197	376	7	2021	2021	NUM
ejde-197	376	8	)	)	PUNCT
ejde-197	376	9	(	(	PUNCT
ejde-197	376	10	4	4	NUM
ejde-197	376	11	)	)	PUNCT
ejde-197	376	12	,	,	PUNCT
ejde-197	376	13	529	529	NUM
ejde-197	376	14	-	-	SYM
ejde-197	376	15	558	558	NUM
ejde-197	376	16	.	.	PUNCT
ejde-197	377	1	[	[	X
ejde-197	377	2	42	42	NUM
ejde-197	377	3	]	]	X
ejde-197	377	4	scafetta	scafetta	NOUN
ejde-197	377	5	,	,	PUNCT
ejde-197	377	6	n.	n.	NOUN
ejde-197	377	7	;	;	PUNCT
ejde-197	377	8	an	an	DET
ejde-197	377	9	entropic	entropic	ADJ
ejde-197	377	10	approach	approach	NOUN
ejde-197	377	11	to	to	ADP
ejde-197	377	12	the	the	DET
ejde-197	377	13	analysis	analysis	NOUN
ejde-197	377	14	of	of	ADP
ejde-197	377	15	time	time	NOUN
ejde-197	377	16	series	series	NOUN
ejde-197	377	17	,	,	PUNCT
ejde-197	377	18	university	university	PROPN
ejde-197	377	19	of	of	ADP
ejde-197	377	20	north	north	PROPN
ejde-197	377	21	texas	texas	PROPN
ejde-197	377	22	libraries	library	NOUN
ejde-197	377	23	,	,	PUNCT
ejde-197	377	24	2003	2003	NUM
ejde-197	377	25	.	.	PUNCT
ejde-197	378	1	[	[	X
ejde-197	378	2	43	43	NUM
ejde-197	378	3	]	]	X
ejde-197	378	4	scafetta	scafetta	NOUN
ejde-197	378	5	,	,	PUNCT
ejde-197	378	6	n.	n.	NOUN
ejde-197	378	7	;	;	PUNCT
ejde-197	378	8	grigolini	grigolini	PROPN
ejde-197	378	9	,	,	PUNCT
ejde-197	378	10	p.	p.	NOUN
ejde-197	378	11	;	;	PUNCT
ejde-197	378	12	scaling	scale	VERB
ejde-197	378	13	detection	detection	NOUN
ejde-197	378	14	in	in	ADP
ejde-197	378	15	time	time	NOUN
ejde-197	378	16	series	series	PROPN
ejde-197	378	17	:	:	PUNCT
ejde-197	378	18	diffusion	diffusion	NOUN
ejde-197	378	19	entropy	entropy	PROPN
ejde-197	378	20	analysis	analysis	NOUN
ejde-197	378	21	,	,	PUNCT
ejde-197	378	22	physical	physical	ADJ
ejde-197	378	23	review	review	NOUN
ejde-197	378	24	e	e	NOUN
ejde-197	378	25	,	,	PUNCT
ejde-197	378	26	66	66	NUM
ejde-197	378	27	(	(	PUNCT
ejde-197	378	28	2002	2002	NUM
ejde-197	378	29	)	)	PUNCT
ejde-197	378	30	(	(	PUNCT
ejde-197	378	31	3	3	NUM
ejde-197	378	32	)	)	PUNCT
ejde-197	378	33	.	.	PUNCT
ejde-197	379	1	[	[	X
ejde-197	379	2	44	44	NUM
ejde-197	379	3	]	]	SYM
ejde-197	379	4	scafetta	scafetta	NOUN
ejde-197	379	5	,	,	PUNCT
ejde-197	379	6	n.	n.	NOUN
ejde-197	379	7	;	;	PUNCT
ejde-197	379	8	latora	latora	NOUN
ejde-197	379	9	,	,	PUNCT
ejde-197	379	10	v.	v.	ADV
ejde-197	379	11	;	;	PUNCT
ejde-197	379	12	grigolini	grigolini	PROPN
ejde-197	379	13	,	,	PUNCT
ejde-197	379	14	p.	p.	NOUN
ejde-197	379	15	;	;	PUNCT
ejde-197	379	16	lévy	lévy	X
ejde-197	379	17	scaling	scaling	NOUN
ejde-197	379	18	:	:	PUNCT
ejde-197	379	19	the	the	DET
ejde-197	379	20	diffusion	diffusion	NOUN
ejde-197	379	21	entropy	entropy	NOUN
ejde-197	379	22	analysis	analysis	NOUN
ejde-197	379	23	applied	apply	VERB
ejde-197	379	24	to	to	ADP
ejde-197	379	25	dna	dna	PROPN
ejde-197	379	26	sequences	sequence	NOUN
ejde-197	379	27	,	,	PUNCT
ejde-197	379	28	physical	physical	ADJ
ejde-197	379	29	review	review	NOUN
ejde-197	379	30	.	.	PUNCT
ejde-197	380	1	e	e	X
ejde-197	380	2	,	,	PUNCT
ejde-197	380	3	statistical	statistical	ADJ
ejde-197	380	4	,	,	PUNCT
ejde-197	380	5	nonlinear	nonlinear	ADJ
ejde-197	380	6	,	,	PUNCT
ejde-197	380	7	and	and	CCONJ
ejde-197	380	8	soft	soft	ADJ
ejde-197	380	9	matter	matter	NOUN
ejde-197	380	10	physics	physics	NOUN
ejde-197	380	11	,	,	PUNCT
ejde-197	380	12	66	66	NUM
ejde-197	380	13	(	(	PUNCT
ejde-197	380	14	2002	2002	NUM
ejde-197	380	15	)	)	PUNCT
ejde-197	380	16	,	,	PUNCT
ejde-197	380	17	031906	031906	NUM
ejde-197	380	18	.	.	PUNCT
ejde-197	381	1	10.1103	10.1103	NUM
ejde-197	381	2	/	/	SYM
ejde-197	381	3	physreve.66.031906	physreve.66.031906	PROPN
ejde-197	381	4	.	.	PUNCT
ejde-197	382	1	[	[	X
ejde-197	382	2	45	45	NUM
ejde-197	382	3	]	]	X
ejde-197	382	4	shu	shu	NOUN
ejde-197	382	5	,	,	PUNCT
ejde-197	382	6	y.	y.	PROPN
ejde-197	382	7	;	;	PUNCT
ejde-197	382	8	feng	feng	PROPN
ejde-197	382	9	,	,	PUNCT
ejde-197	382	10	q.	q.	PROPN
ejde-197	382	11	;	;	PUNCT
ejde-197	382	12	kao	kao	PROPN
ejde-197	382	13	,	,	PUNCT
ejde-197	382	14	e.	e.	PROPN
ejde-197	382	15	p.	p.	PROPN
ejde-197	382	16	;	;	PUNCT
ejde-197	382	17	liu	liu	PROPN
ejde-197	382	18	,	,	PUNCT
ejde-197	382	19	h.	h.	PROPN
ejde-197	382	20	;	;	PUNCT
ejde-197	382	21	lévy	lévy	NOUN
ejde-197	382	22	-	-	PUNCT
ejde-197	382	23	driven	drive	VERB
ejde-197	382	24	non	non	ADJ
ejde-197	382	25	-	-	ADJ
ejde-197	382	26	gaussian	gaussian	ADJ
ejde-197	382	27	ornstein	ornstein	NOUN
ejde-197	382	28	–	–	PUNCT
ejde-197	382	29	uhlenbeck	uhlenbeck	NOUN
ejde-197	382	30	processes	process	NOUN
ejde-197	382	31	for	for	ADP
ejde-197	382	32	degradation	degradation	NOUN
ejde-197	382	33	-	-	PUNCT
ejde-197	382	34	based	base	VERB
ejde-197	382	35	reliability	reliability	NOUN
ejde-197	382	36	analysis	analysis	NOUN
ejde-197	382	37	.	.	PUNCT
ejde-197	383	1	iie	iie	NOUN
ejde-197	383	2	transactions	transaction	NOUN
ejde-197	383	3	,	,	PUNCT
ejde-197	383	4	48	48	NUM
ejde-197	383	5	(	(	PUNCT
ejde-197	383	6	2016	2016	NUM
ejde-197	383	7	)	)	PUNCT
ejde-197	383	8	(	(	PUNCT
ejde-197	383	9	11	11	NUM
ejde-197	383	10	)	)	PUNCT
ejde-197	383	11	,	,	PUNCT
ejde-197	383	12	993	993	NUM
ejde-197	383	13	-	-	SYM
ejde-197	383	14	1003	1003	NUM
ejde-197	383	15	.	.	PUNCT
ejde-197	384	1	[	[	X
ejde-197	384	2	46	46	NUM
ejde-197	384	3	]	]	X
ejde-197	384	4	talkner	talkner	NOUN
ejde-197	384	5	,	,	PUNCT
ejde-197	384	6	p.	p.	NOUN
ejde-197	384	7	;	;	PUNCT
ejde-197	384	8	lutz	lutz	PROPN
ejde-197	384	9	,	,	PUNCT
ejde-197	384	10	e.	e.	PROPN
ejde-197	384	11	;	;	PUNCT
ejde-197	384	12	hddotanggi	hddotanggi	PROPN
ejde-197	384	13	,	,	PUNCT
ejde-197	384	14	p.	p.	NOUN
ejde-197	384	15	;	;	PUNCT
ejde-197	384	16	fluctuation	fluctuation	NOUN
ejde-197	384	17	theorems	theorem	NOUN
ejde-197	384	18	:	:	PUNCT
ejde-197	384	19	work	work	NOUN
ejde-197	384	20	is	be	AUX
ejde-197	384	21	not	not	PART
ejde-197	384	22	an	an	DET
ejde-197	384	23	observable	observable	ADJ
ejde-197	384	24	,	,	PUNCT
ejde-197	384	25	physical	physical	ADJ
ejde-197	384	26	review	review	NOUN
ejde-197	384	27	.	.	PUNCT
ejde-197	385	1	e	e	X
ejde-197	385	2	,	,	PUNCT
ejde-197	385	3	75	75	NUM
ejde-197	385	4	(	(	PUNCT
ejde-197	385	5	2007	2007	NUM
ejde-197	385	6	)	)	PUNCT
ejde-197	385	7	,	,	PUNCT
ejde-197	385	8	032903	032903	NUM
ejde-197	385	9	.	.	PUNCT
ejde-197	386	1	[	[	X
ejde-197	386	2	47	47	NUM
ejde-197	386	3	]	]	X
ejde-197	386	4	tian	tian	ADJ
ejde-197	386	5	,	,	PUNCT
ejde-197	386	6	m.	m.	NOUN
ejde-197	386	7	y.	y.	PROPN
ejde-197	386	8	;	;	PUNCT
ejde-197	386	9	wang	wang	PROPN
ejde-197	386	10	,	,	PUNCT
ejde-197	386	11	c.	c.	PROPN
ejde-197	386	12	j.	j.	PROPN
ejde-197	386	13	;	;	PUNCT
ejde-197	386	14	yang	yang	PROPN
ejde-197	386	15	,	,	PUNCT
ejde-197	386	16	k.	k.	PROPN
ejde-197	386	17	l.	l.	PROPN
ejde-197	386	18	;	;	PUNCT
ejde-197	386	19	fu	fu	PROPN
ejde-197	386	20	,	,	PUNCT
ejde-197	386	21	p.	p.	PROPN
ejde-197	386	22	;	;	PUNCT
ejde-197	386	23	xia	xia	PROPN
ejde-197	386	24	,	,	PUNCT
ejde-197	386	25	c.	c.	PROPN
ejde-197	386	26	y.	y.	PROPN
ejde-197	386	27	;	;	PUNCT
ejde-197	386	28	zhuo	zhuo	PROPN
ejde-197	386	29	,	,	PUNCT
ejde-197	386	30	x.	x.	PROPN
ejde-197	386	31	j.	j.	PROPN
ejde-197	386	32	;	;	PUNCT
ejde-197	386	33	wang	wang	PROPN
ejde-197	386	34	,	,	PUNCT
ejde-197	386	35	l.	l.	PROPN
ejde-197	386	36	;	;	PUNCT
ejde-197	386	37	estimating	estimate	VERB
ejde-197	386	38	the	the	DET
ejde-197	386	39	nonlinear	nonlinear	ADJ
ejde-197	386	40	effects	effect	NOUN
ejde-197	386	41	of	of	ADP
ejde-197	386	42	an	an	DET
ejde-197	386	43	ecological	ecological	ADJ
ejde-197	386	44	system	system	NOUN
ejde-197	386	45	driven	drive	VERB
ejde-197	386	46	by	by	ADP
ejde-197	386	47	ornstein	ornstein	PROPN
ejde-197	386	48	-	-	PUNCT
ejde-197	386	49	uhlenbeck	uhlenbeck	PROPN
ejde-197	386	50	noise	noise	NOUN
ejde-197	386	51	.	.	PUNCT
ejde-197	387	1	chaos	chaos	NOUN
ejde-197	387	2	,	,	PUNCT
ejde-197	387	3	solitons	soliton	NOUN
ejde-197	387	4	and	and	CCONJ
ejde-197	387	5	fractals	fractal	NOUN
ejde-197	387	6	,	,	PUNCT
ejde-197	387	7	136	136	NUM
ejde-197	387	8	(	(	PUNCT
ejde-197	387	9	2020	2020	NUM
ejde-197	387	10	)	)	PUNCT
ejde-197	387	11	,	,	PUNCT
ejde-197	387	12	109788	109788	NUM
ejde-197	387	13	.	.	PUNCT
ejde-197	388	1	[	[	X
ejde-197	388	2	48	48	NUM
ejde-197	388	3	]	]	PUNCT
ejde-197	388	4	valdivieso	valdivieso	NOUN
ejde-197	388	5	,	,	PUNCT
ejde-197	388	6	l.	l.	PROPN
ejde-197	388	7	;	;	PUNCT
ejde-197	388	8	schoutens	schoutens	PROPN
ejde-197	388	9	,	,	PUNCT
ejde-197	388	10	w.	w.	PROPN
ejde-197	388	11	;	;	PUNCT
ejde-197	388	12	tuerlinckx	tuerlinckx	PROPN
ejde-197	388	13	,	,	PUNCT
ejde-197	388	14	f.	f.	PROPN
ejde-197	388	15	;	;	PUNCT
ejde-197	388	16	maximum	maximum	ADJ
ejde-197	388	17	likelihood	likelihood	NOUN
ejde-197	388	18	estimation	estimation	NOUN
ejde-197	388	19	in	in	ADP
ejde-197	388	20	processes	process	NOUN
ejde-197	388	21	of	of	ADP
ejde-197	388	22	ornstein	ornstein	PROPN
ejde-197	388	23	-	-	PUNCT
ejde-197	388	24	uhlenbeck	uhlenbeck	PROPN
ejde-197	388	25	type	type	NOUN
ejde-197	388	26	.	.	PUNCT
ejde-197	389	1	statistical	statistical	ADJ
ejde-197	389	2	inference	inference	NOUN
ejde-197	389	3	for	for	ADP
ejde-197	389	4	stochastic	stochastic	ADJ
ejde-197	389	5	processes	process	NOUN
ejde-197	389	6	,	,	PUNCT
ejde-197	389	7	12	12	NUM
ejde-197	389	8	(	(	PUNCT
ejde-197	389	9	2009	2009	NUM
ejde-197	389	10	)	)	PUNCT
ejde-197	389	11	,	,	PUNCT
ejde-197	389	12	1	1	NUM
ejde-197	389	13	-	-	SYM
ejde-197	389	14	19	19	NUM
ejde-197	389	15	.	.	PUNCT
ejde-197	389	16	maria	maria	PROPN
ejde-197	389	17	c.	c.	PROPN
ejde-197	389	18	mariani	mariani	PROPN
ejde-197	389	19	department	department	PROPN
ejde-197	389	20	of	of	ADP
ejde-197	389	21	mathematical	mathematical	ADJ
ejde-197	389	22	sciences	science	NOUN
ejde-197	389	23	,	,	PUNCT
ejde-197	389	24	the	the	DET
ejde-197	389	25	university	university	PROPN
ejde-197	389	26	of	of	ADP
ejde-197	389	27	texas	texas	PROPN
ejde-197	389	28	at	at	ADP
ejde-197	389	29	el	el	PROPN
ejde-197	389	30	paso	paso	PROPN
ejde-197	389	31	,	,	PUNCT
ejde-197	389	32	tx	tx	PROPN
ejde-197	389	33	79968	79968	NUM
ejde-197	389	34	,	,	PUNCT
ejde-197	389	35	usa	usa	PROPN
ejde-197	389	36	email	email	NOUN
ejde-197	389	37	address	address	NOUN
ejde-197	389	38	:	:	PUNCT
ejde-197	390	1	mcmariani@utep.edu	mcmariani@utep.edu	PROPN
ejde-197	390	2	peter	peter	PROPN
ejde-197	390	3	k.	k.	PROPN
ejde-197	390	4	asante	asante	PROPN
ejde-197	390	5	computational	computational	PROPN
ejde-197	390	6	science	science	PROPN
ejde-197	390	7	program	program	NOUN
ejde-197	390	8	,	,	PUNCT
ejde-197	390	9	the	the	DET
ejde-197	390	10	university	university	PROPN
ejde-197	390	11	of	of	ADP
ejde-197	390	12	texas	texas	PROPN
ejde-197	390	13	at	at	ADP
ejde-197	390	14	el	el	PROPN
ejde-197	390	15	paso	paso	PROPN
ejde-197	390	16	,	,	PUNCT
ejde-197	390	17	tx	tx	PROPN
ejde-197	390	18	79968	79968	NUM
ejde-197	390	19	,	,	PUNCT
ejde-197	390	20	usa	usa	PROPN
ejde-197	390	21	email	email	NOUN
ejde-197	390	22	address	address	NOUN
ejde-197	390	23	:	:	PUNCT
ejde-197	390	24	pkasante@miners.utep.edu	pkasante@miners.utep.edu	PROPN
ejde-197	390	25	william	william	PROPN
ejde-197	390	26	kubin	kubin	PROPN
ejde-197	390	27	computational	computational	PROPN
ejde-197	390	28	science	science	PROPN
ejde-197	390	29	program	program	NOUN
ejde-197	390	30	,	,	PUNCT
ejde-197	390	31	the	the	DET
ejde-197	390	32	university	university	PROPN
ejde-197	390	33	of	of	ADP
ejde-197	390	34	texas	texas	PROPN
ejde-197	390	35	at	at	ADP
ejde-197	390	36	el	el	PROPN
ejde-197	390	37	paso	paso	PROPN
ejde-197	390	38	,	,	PUNCT
ejde-197	390	39	tx	tx	PROPN
ejde-197	390	40	79968	79968	NUM
ejde-197	390	41	,	,	PUNCT
ejde-197	390	42	usa	usa	PROPN
ejde-197	390	43	email	email	NOUN
ejde-197	390	44	address	address	NOUN
ejde-197	390	45	:	:	PUNCT
ejde-197	390	46	wkubin@miners.utep.edu	wkubin@miners.utep.edu	PROPN
ejde-197	390	47	osei	osei	PROPN
ejde-197	390	48	k.	k.	PROPN
ejde-197	391	1	tweneboah	tweneboah	PROPN
ejde-197	391	2	department	department	PROPN
ejde-197	391	3	of	of	ADP
ejde-197	391	4	data	data	PROPN
ejde-197	391	5	science	science	PROPN
ejde-197	391	6	,	,	PUNCT
ejde-197	391	7	ramapo	ramapo	PROPN
ejde-197	391	8	college	college	PROPN
ejde-197	391	9	of	of	ADP
ejde-197	391	10	new	new	PROPN
ejde-197	391	11	jersey	jersey	PROPN
ejde-197	391	12	,	,	PUNCT
ejde-197	391	13	505	505	NUM
ejde-197	391	14	ramapo	ramapo	PROPN
ejde-197	391	15	valley	valley	PROPN
ejde-197	391	16	road	road	PROPN
ejde-197	391	17	,	,	PUNCT
ejde-197	391	18	mahwah	mahwah	PROPN
ejde-197	391	19	,	,	PUNCT
ejde-197	391	20	nj	nj	PROPN
ejde-197	391	21	07430	07430	NUM
ejde-197	391	22	,	,	PUNCT
ejde-197	391	23	usa	usa	PROPN
ejde-197	391	24	email	email	NOUN
ejde-197	391	25	address	address	NOUN
ejde-197	391	26	:	:	PUNCT
ejde-197	391	27	otwenebo@ramapo.edu	otwenebo@ramapo.edu	PROPN
ejde-197	391	28	maria	maria	PROPN
ejde-197	391	29	beccar	beccar	PROPN
ejde-197	391	30	-	-	PUNCT
ejde-197	391	31	varela	varela	PROPN
ejde-197	391	32	department	department	PROPN
ejde-197	391	33	of	of	ADP
ejde-197	391	34	mathematical	mathematical	ADJ
ejde-197	391	35	sciences	sciences	PROPN
ejde-197	391	36	,	,	PUNCT
ejde-197	391	37	the	the	DET
ejde-197	391	38	university	university	PROPN
ejde-197	391	39	of	of	ADP
ejde-197	391	40	texas	texas	PROPN
ejde-197	391	41	at	at	ADP
ejde-197	391	42	el	el	PROPN
ejde-197	391	43	paso	paso	PROPN
ejde-197	391	44	,	,	PUNCT
ejde-197	391	45	tx	tx	PROPN
ejde-197	391	46	79968	79968	NUM
ejde-197	391	47	,	,	PUNCT
ejde-197	391	48	usa	usa	PROPN
ejde-197	391	49	email	email	NOUN
ejde-197	391	50	address	address	NOUN
ejde-197	391	51	:	:	PUNCT
ejde-197	392	1	mpvarela@utep.edu	mpvarela@utep.edu	PROPN
ejde-197	392	2	1	1	X
ejde-197	392	3	.	.	PUNCT
ejde-197	392	4	introduction	introduction	NOUN
ejde-197	392	5	2	2	NUM
ejde-197	392	6	.	.	PUNCT
ejde-197	392	7	modeling	modeling	NOUN
ejde-197	392	8	with	with	ADP
ejde-197	392	9	stochastic	stochastic	ADJ
ejde-197	392	10	differential	differential	ADJ
ejde-197	392	11	equations	equation	NOUN
ejde-197	392	12	2.1	2.1	NUM
ejde-197	392	13	.	.	PUNCT
ejde-197	393	1	stochastic	stochastic	ADJ
ejde-197	393	2	differential	differential	ADJ
ejde-197	393	3	equations	equation	NOUN
ejde-197	393	4	(	(	PUNCT
ejde-197	393	5	sdes	sde	NOUN
ejde-197	393	6	)	)	PUNCT
ejde-197	393	7	2.2	2.2	NUM
ejde-197	393	8	.	.	PUNCT
ejde-197	394	1	itô	itô	PROPN
ejde-197	394	2	calculus	calculus	PROPN
ejde-197	394	3	2.3	2.3	NUM
ejde-197	394	4	.	.	PUNCT
ejde-197	394	5	example	example	NOUN
ejde-197	395	1	2.4	2.4	NUM
ejde-197	395	2	.	.	PUNCT
ejde-197	396	1	ornstein	ornstein	PROPN
ejde-197	396	2	-	-	PUNCT
ejde-197	396	3	uhlenbeck	uhlenbeck	PROPN
ejde-197	396	4	model	model	NOUN
ejde-197	396	5	(	(	PUNCT
ejde-197	396	6	ou	ou	PROPN
ejde-197	396	7	)	)	PUNCT
ejde-197	396	8	2.5	2.5	NUM
ejde-197	396	9	.	.	PUNCT
ejde-197	397	1	superposed	superpose	VERB
ejde-197	397	2	ornstein	ornstein	PROPN
ejde-197	397	3	-	-	PUNCT
ejde-197	397	4	uhlenbeck	uhlenbeck	PROPN
ejde-197	397	5	model	model	PROPN
ejde-197	397	6	3	3	PROPN
ejde-197	397	7	.	.	PUNCT
ejde-197	397	8	parameter	parameter	PROPN
ejde-197	397	9	estimation	estimation	PROPN
ejde-197	397	10	3.1	3.1	NUM
ejde-197	397	11	.	.	PUNCT
ejde-197	398	1	the	the	DET
ejde-197	398	2	3	3	NUM
ejde-197	398	3	-	-	PUNCT
ejde-197	398	4	component	component	NOUN
ejde-197	398	5	model	model	NOUN
ejde-197	398	6	3.2	3.2	NUM
ejde-197	398	7	.	.	PUNCT
ejde-197	399	1	ljung	ljung	PROPN
ejde-197	399	2	-	-	PUNCT
ejde-197	399	3	box	box	NOUN
ejde-197	399	4	statistic	statistic	NOUN
ejde-197	399	5	3.3	3.3	NUM
ejde-197	399	6	.	.	PUNCT
ejde-197	400	1	autoregressive	autoregressive	ADJ
ejde-197	400	2	integrated	integrated	ADJ
ejde-197	400	3	moving	move	VERB
ejde-197	400	4	average	average	ADJ
ejde-197	400	5	(	(	PUNCT
ejde-197	400	6	arima	arima	NOUN
ejde-197	400	7	)	)	PUNCT
ejde-197	400	8	4	4	NUM
ejde-197	400	9	.	.	PUNCT
ejde-197	400	10	data	datum	NOUN
ejde-197	400	11	characterization	characterization	NOUN
ejde-197	400	12	4.1	4.1	NUM
ejde-197	400	13	.	.	PUNCT
ejde-197	400	14	data	datum	NOUN
ejde-197	400	15	4.2	4.2	NUM
ejde-197	400	16	.	.	PUNCT
ejde-197	401	1	variance	variance	NOUN
ejde-197	401	2	scaling	scale	VERB
ejde-197	401	3	methods	method	NOUN
ejde-197	401	4	4.3	4.3	NUM
ejde-197	401	5	.	.	PUNCT
ejde-197	402	1	scaling	scale	VERB
ejde-197	402	2	exponents	exponent	NOUN
ejde-197	402	3	5	5	NUM
ejde-197	402	4	.	.	PUNCT
ejde-197	402	5	results	result	VERB
ejde-197	402	6	5.1	5.1	NUM
ejde-197	402	7	.	.	PUNCT
ejde-197	403	1	model	model	PROPN
ejde-197	403	2	simulation	simulation	PROPN
ejde-197	403	3	5.2	5.2	NUM
ejde-197	403	4	.	.	PUNCT
ejde-197	404	1	discussion	discussion	NOUN
ejde-197	404	2	6	6	NUM
ejde-197	404	3	.	.	PUNCT
ejde-197	405	1	conclusion	conclusion	NOUN
ejde-197	405	2	acknowledgments	acknowledgment	NOUN
ejde-197	405	3	references	reference	NOUN