Modelling volatility using a non-homogeneous martingale model for processes with constant mean on count data (Q4971426): Difference between revisions
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Revision as of 14:00, 28 February 2024
scientific article; zbMATH DE number 7258998
| Language | Label | Description | Also known as |
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| English | Modelling volatility using a non-homogeneous martingale model for processes with constant mean on count data |
scientific article; zbMATH DE number 7258998 |
Statements
Modelling volatility using a non-homogeneous martingale model for processes with constant mean on count data (English)
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12 October 2020
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count data
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martingale
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net reproduction ratio
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non-homogeneous birth-death process
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variance
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volatility
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