Long-range memory test by the burst and inter-burst duration distribution

DOI10.1088/1742-5468/abb4dbzbMath1459.91222arXiv2006.00596OpenAlexW3032252235MaRDI QIDQ5856921

V. Gontis

Publication date: 30 March 2021

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.00596

zbMATH Keywords

stochastic processesquantitative financescaling in socio-economic systemsinference in socio-economic system

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items

Order flow in the financial markets from the perspective of the fractional Lévy stable motion

Uses Software

• longmemo

Cites Work

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