A general stochastic model for bivariate episodes driven by a gamma sequence (Q2040918)
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scientific article; zbMATH DE number 7371707
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| English | A general stochastic model for bivariate episodes driven by a gamma sequence |
scientific article; zbMATH DE number 7371707 |
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A general stochastic model for bivariate episodes driven by a gamma sequence (English)
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14 July 2021
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BEG model
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distribution theory
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heavy tail
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financial data
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maximum likelihood estimation
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power law
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random summation
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0.8304986953735352
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0.8017539381980896
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0.7517575025558472
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0.7435867786407471
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0.7410913705825806
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