Estimation and Prediction for the Modulated Power Law Process (Q4689055)
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scientific article; zbMATH DE number 6953995
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and Prediction for the Modulated Power Law Process |
scientific article; zbMATH DE number 6953995 |
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Estimation and Prediction for the Modulated Power Law Process (English)
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12 October 2018
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inhomogeneous gamma process
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maximum likelihood estimation
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estimating equation
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stock market cycle
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