Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Extending the volatility concept to point processes

From MaRDI portal
Publication:928893
Jump to:navigation, search

DOI10.1016/j.jspi.2008.03.003zbMath1141.62063OpenAlexW2085715227MaRDI QIDQ928893

David R. Brillinger

Publication date: 11 June 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.003


zbMATH Keywords

time seriesatrial fibrillationrunning rate intervals


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).



Uses Software

  • PhysioToolkit


Cites Work

  • Statistical methods in finance
  • Theory of Financial Risk and Derivative Pricing
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item


This page was built for publication: Extending the volatility concept to point processes

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:928893&oldid=12898412"
Category:
  • Pages with script errors
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 30 January 2024, at 17:39.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki