Long-range memory test by the burst and inter-burst duration distribution
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Publication:5856921
DOI10.1088/1742-5468/abb4dbzbMath1459.91222arXiv2006.00596OpenAlexW3032252235MaRDI QIDQ5856921
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
stochastic processesquantitative financescaling in socio-economic systemsinference in socio-economic system
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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