Distribution of record times for random walk processes

zbMATH Open1420.62370MaRDI QIDQ5232986FDOQ5232986

Authors: Yilmaz Akdi, Ismihan Bayramoglu 

Publication date: 13 September 2019

Full work available at URL: http://jtsa.ieu.edu.tr/Archives/Volume3No3/4.pdf

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (2)

• Record statistics of a strongly correlated time series: random walks and Lévy flights
• Ages of records in random walks

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