Generalized Bernoulli process: simulation, estimation, and application

DOI10.1515/demo-2021-0106zbMath1492.60084OpenAlexW3187984062MaRDI QIDQ2076955

Jeonghwa Lee

Publication date: 22 February 2022

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2021-0106

zbMATH Keywords

long-range dependenceHurst exponentBernoulli processearthquake datageneralized Bernoulli process

Mathematics Subject Classification ID

Point estimation (62F10) Stationary stochastic processes (60G10)

Cites Work

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