Point Processes Modeling of Time Series Exhibiting Power-Law Statistics

Details Point Processes Modeling of Time Series Exhibiting Power-Law Statistics Point Processes Modeling of Time Series Exhibiting Power-Law Statistics

2010-01-15

arxiv.org/abs/1001.2639v1

NOISE AND FLUCTUATIONS: 19th International Conference on Noise and Fluctuations - ICNF 2007, AIP Conf. Proc. 922, p.535-538 (2

Physics

Data Analysis, Statistics and Probability

4 pages, 2 figures

Scientific paper

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.

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