Modelling volatility using a non-homogeneous martingale model for processes with constant mean on count data

DOI10.1177/1471082X14565358MaRDI QIDQ4971426

Jan van den Broek

Publication date: 12 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

zbMATH Keywords

count datavariancemartingalevolatilitynon-homogeneous birth-death processnet reproduction ratio

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Modelling the reproductive power function

Uses Software

• R

Cites Work

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• Using epidemic prevalence data to jointly estimate reproduction and removal
• The Effective Reproduction Number as a Prelude to Statistical Estimation of Time-Dependent Epidemic Trends
• ANALYSIS OF VARIATIONS IN AN INFECTION RATE
• Nonhomogeneous birth and death models for epidemic outbreak data
• Statistical Size Distributions in Economics and Actuarial Sciences
• Statistical Analysis of Stochastic Processes in Time
• Application of multistate models in hospital epidemiology: Advances and challenges

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