scientific article; zbMATH DE number 6027101

zbMath1249.60097MaRDI QIDQ5389894

Viktor Beneš, Michaela Prokešová

Publication date: 23 April 2012

Full work available at URL: https://eudml.org/doc/33823

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Ornstein-Uhlenbeck processfilteringCox process

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Point processes and queues. Martingale dynamics
• Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
• The statistical analysis of space-time point processes
• Financial Modelling with Jump Processes
• Filtering and detection for doubly stochastic Poisson processes
• An Introduction to the Theory of Point Processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: