Distribution of record times for random walk processes

MaRDI QIDQ5232986zbMATH OpenFDO

Authors Yilmaz Akdi, Ismihan Bayramoglu

Publication date 13 September 2019

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

Mathematics Subject Classification ID

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

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• Records Properties of Non Stationary Time Series
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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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