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Estimation and prediction for the modulated power law process. (English) Zbl 1397.62547

Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. MAF 2018. Selected papers based on the presentations at the international conference, Madrid, Spain, April 4–6, 2018. Cham: Springer (ISBN 978-3-319-89823-0/hbk; 978-3-319-89824-7/ebook). 443-447 (2018).
MSC:  62P20 62M20
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