TheKolmogorov Legacy in Physics
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Publication:5900124
DOI10.1007/b93809zbMath1142.91716OpenAlexW1555473716MaRDI QIDQ5900124
Jean-Philippe Bouchaud, Jean-François Muzy
Publication date: 30 June 2008
Published in: Lecture Notes in Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/b93809
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)