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Volumn 383, Issue 1 SPEC. ISS., 2007, Pages 43-48

Activity spectrum from waiting-time distribution

Author keywords

Econophysics; Exponential distribution; Inverse problems

Indexed keywords

FINANCIAL DATA PROCESSING; FUNCTION EVALUATION; INVERSE PROBLEMS; NUMERICAL METHODS; PROBLEM SOLVING; RANDOM PROCESSES;

EID: 34347338786     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.04.086     Document Type: Article
Times cited : (10)

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    • Waiting times between orders and trades in double auction markets
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  • 4
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    • Properties of the mixed exponential failure process
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    • Mixtures of exponential distributions
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    • (1982) Ann. Statist. , vol.10 , pp. 479-484
    • Jewell, N.P.1
  • 6
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    • E. Scalas, Mixtures of compound Poisson processes as models of tick-by-tick financial data, 〈http://arxiv.org/abs/physics/0608217〉.
  • 7
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    • Numerical inversion of the Laplace transform: analysis via regularized analytic continuation
    • Kryzhniy V.V. Numerical inversion of the Laplace transform: analysis via regularized analytic continuation. Inverse Problems 22 (2006) 579-597
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    • Practical approximate solutions to linear operator equations when the data are noisy
    • Wahba G. Practical approximate solutions to linear operator equations when the data are noisy. SIAM J. Numer. Anal. 14 (1977) 651-667
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    • Limitations of the L-curve method in ill-posed problems
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    • R. Gorenflo, F. Mainardi, Fractional calculus: integral and differential equations of fractional order, in: A. Carpinteri, F. Mainardi (Eds.), Fractals and Fractional Calculus in Continuum Mechanics, Springer, Wien, New York, 1997, pp. 223-276 [downloadable from 〈http://www.fracalmo.org〉].
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.