Extending the volatility concept to point processes

DOI10.1016/j.jspi.2008.03.003zbMath1141.62063MaRDI QIDQ928893

David R. Brillinger

Publication date: 11 June 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.003

zbMATH Keywords

time series; atrial fibrillation; running rate intervals

Mathematics Subject Classification ID

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

62P05: Applications of statistics to actuarial sciences and financial mathematics

62P10: Applications of statistics to biology and medical sciences; meta analysis

62M99: Inference from stochastic processes

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Uses Software

• PhysioToolkit

Cites Work

• Statistical methods in finance
• Theory of Financial Risk and Derivative Pricing
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