Asymptotic Properties and Application of GSB Process: A Case Study of the COVID-19 Dynamics in Serbia

Asymptotic Properties and Application of GSB Process: A Case Study of the COVID-19 Dynamics in Serbia

This paper describes one of the non-linear (and non-stationary) stochastic models, the GSB (Gaussian, or Generalized, Split-BREAK) process, which is used in the analysis of time series with pronounced and accentuated fluctuations. In the beginning, the stochastic structure of the GSB process and its...

Full description

Bibliographic Details
Main Authors: Mihailo Jovanović, Vladica Stojanović, Kristijan Kuk, Brankica Popović, Petar Čisar
Format: Article
Language:English
Published: MDPI AG 2022-10-01
Series:Mathematics
Subjects:
stochastic processes
emphatic fluctuations
non-stationarity
asymptotic normality
Gaussian distribution
estimation
Online Access:https://www.mdpi.com/2227-7390/10/20/3849

Similar Items

Similar Items