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Point Processes Modeling of Time Series Exhibiting Power-Law Statistics


  • B. Kaulakys
  • M. Alaburda
  • V. Gontis


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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  • B. Kaulakys & M. Alaburda & V. Gontis, 2010. "Point Processes Modeling of Time Series Exhibiting Power-Law Statistics," Papers 1001.2639,
  • Handle: RePEc:arx:papers:1001.2639

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