STOCHASTIC-PROCESSES IN SELF-EXCITING SYSTEMS

被引:0
|
作者
WINDRICH, H
机构
来源
关键词
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:T138 / T140
页数:3
相关论文
共 50 条
  • [31] Clustering Then Estimation of Spatio-Temporal Self-Exciting Processes
    Zhang, Haoting
    Zhan, Donglin
    Anderson, James
    Righter, Rhonda
    Zheng, Zeyu
    INFORMS JOURNAL ON COMPUTING, 2024,
  • [32] Integer-Valued Self-Exciting Threshold Autoregressive Processes
    Monteiro, Magda
    Scotto, Manuel G.
    Pereira, Isabel
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2012, 41 (15) : 2717 - 2737
  • [34] Accelerating the estimation of renewal Hawkes self-exciting point processes
    Stindl, Tom
    Chen, Feng
    STATISTICS AND COMPUTING, 2021, 31 (03)
  • [35] SOME MONOTONICITY AND DEPENDENCE PROPERTIES OF SELF-EXCITING POINT PROCESSES
    Kwiecinski, Andrzej
    Szekli, Ryszard
    ANNALS OF APPLIED PROBABILITY, 1996, 6 (04): : 1211 - 1231
  • [36] Behavior of dynamic processes in self-exciting vibration of an inpipe robot
    Ragulskis, Kazimieras
    Bogdevicius, Marijonas
    Mistinas, Vygantas
    25TH INTERNATIONAL SYMPOSIUM ON AUTOMATION AND ROBOTICS IN CONSTRUCTION - ISARC-2008, 2008, : 209 - +
  • [37] Forecasting Online Auctions via Self-Exciting Point Processes
    Chan, Ngai Hang
    Li, Zehang Richard
    Yau, Chun Yip
    JOURNAL OF FORECASTING, 2014, 33 (07) : 501 - 514
  • [38] Goodness-of-Fit Test for Mismatched Self-Exciting Processes
    Wei, Song
    Zhu, Shixiang
    Zhang, Minghe
    Xie, Yao
    24TH INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS (AISTATS), 2021, 130
  • [39] INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES
    Leunga, Charles Guy Njike
    Hainaut, Donatien
    INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, 2020, 23 (06)
  • [40] Accelerating the estimation of renewal Hawkes self-exciting point processes
    Tom Stindl
    Feng Chen
    Statistics and Computing, 2021, 31