Estimating the Matthew Effects: Switching Pareto Dynamics

DOI10.1007/978-3-030-98519-6_6OpenAlexW4226210003MaRDI QIDQ5050083

Robert J. Elliott

Publication date: 15 November 2022

Published in: Stochastic Analysis, Filtering, and Stochastic Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-98519-6_6

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Stochastic Calculus and Applications

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