Pages that link to "Item:Q4547105"
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The following pages link to Power spectra of general shot noises and Hawkes point processes with a random excitation (Q4547105):
Displaying 21 items.
- Coupling with compensators (Q1382478) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- A bivariate shot noise self-exciting process for insurance (Q2015619) (← links)
- Functional limit theorems for marked Hawkes point measures (Q2021389) (← links)
- Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime (Q2059694) (← links)
- Functional inequalities for marked point processes (Q2279309) (← links)
- Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors (Q2374124) (← links)
- Approximate simulation of Hawkes processes (Q2433253) (← links)
- Some limit theorems for Hawkes processes and application to financial statistics (Q2447641) (← links)
- On the Bartlett spectrum of randomized Hawkes processes (Q2869104) (← links)
- A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
- A dynamic contagion process (Q3173006) (← links)
- An elementary derivation of moments of Hawkes processes (Q3298815) (← links)
- Transform analysis for Hawkes processes with applications in dark pool trading (Q4554422) (← links)
- An extension of Hawkes processes with ephemeral nearest effects (Q4998027) (← links)
- Classification of flash crashes using the Hawkes<i>(p,q)</i>framework (Q5068081) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347) (← links)
- Power spectra of random spike fields and related processes (Q5475385) (← links)
- On the cumulant transforms for Hawkes processes (Q6159627) (← links)
- Diffusion approximations for self-excited systems with applications to general branching processes (Q6591583) (← links)