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Records in stochastic processes—theory and applications
7 references·3 citing·31 second hop
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this work references cited by second hop

References

  • 2009Power-Law Distributions in Empirical Data8,008 cited
  • 2018Power-law distributions in empirical data6,499 cited
  • 1900Théorie de la spéculation2,605 cited
  • 2001Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics1,801 cited
  • 2006Extreme Value Theory : An Introduction1,564 cited
  • 2006Extreme Value Theory442 cited
  • 1973Limit laws for record values131 cited

Cited by

  • 2012The ‘hit’ phenomenon: a mathematical model of human dynamics interactions as a stochastic process74 cited
  • 2012Pivotal methods in the propagation of distributions13 cited
  • 2022Distribution-free changepoint detection tests based on the breaking of records11 cited

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