Estimation and Prediction for the Modulated Power Law Process

DOI10.1007/978-3-319-89824-7_79zbMath1397.62547OpenAlexW2883390062MaRDI QIDQ4689055

Alicja Jokiel-Rokita, Ryszard Magiera

Publication date: 12 October 2018

Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-89824-7_79

zbMATH Keywords

maximum likelihood estimationestimating equationinhomogeneous gamma processstock market cycle

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

Related Items (1)

Bayesian estimation versus maximum likelihood estimation in the Weibull-power law process

Cites Work

• Inhomogeneous and modulated gamma processes

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