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Point Processes Modeling of Time Series Exhibiting Power-Law Statistics

We consider stochastic point processes generating time series exhibiting power laws of spectrum and distribution density (Phys. Rev. E 71, 051105 (2005)) and apply them for modeling the trading activity in the financial markets and for the frequencies of word occurrences in the language.
Year of publication:
2010-01
Authors: Kaulakys, B. ; Alaburda, M. ; Gontis, V.
Institutions: arXiv.org
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
Published in NOISE AND FLUCTUATIONS: 19th International Conference on Noise and Fluctuations - ICNF 2007, AIP Conf. Proc. 922, p.535-538 (2007)
Source:
Persistent link: https://www.econbiz.de/10008545933
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