Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes
DOI10.1016/j.chaos.2022.112508zbMath1506.60052arXiv2205.07563OpenAlexW4291200411WikidataQ113878247 ScholiaQ113878247MaRDI QIDQ2677477
Bronislovas Kaulakys, Rytis Kazakevičius, Aleksejus Kononovicius
Publication date: 13 January 2023
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.07563
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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