Pages that link to "Item:Q5056593"
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The following pages link to Self-exciting jump processes and their asymptotic behaviour (Q5056593):
Displaying 7 items.
- Self-exciting counting process systems with finite state space (Q915264) (← links)
- Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
- The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
- Limit properties of continuous self-exciting processes (Q2273724) (← links)
- Self-exciting multifractional processes (Q4964779) (← links)
- A self-exciting switching jump diffusion: properties, calibration and hitting time (Q5234300) (← links)
- Multivariate self-exciting jump processes with applications to financial data (Q6103234) (← links)