Correlated risks vs contagion in stochastic transition models (Q1994154): Difference between revisions

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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process
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+THE TOTAL SIZE OF A GENERAL STOCHASTIC EPIDEMIC
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+Q5560061
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+An INAR(1) negative multinomial regression model for longitudinal count data
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+Strict stationarity of generalized autoregressive processes
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+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
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+A Theory of the Term Structure of Interest Rates
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+Structural Laplace Transform and Compound Autoregressive Models
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+Finite forms of de Finetti's theorem on exchangeability
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+Affine processes and applications in finance
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+Q5538132
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+A microscopic probabilistic description of a locally regulated population and macroscopic approximations
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+A Bivariate Extension of the Exponential Distribution
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+Credit contagion and aggregate losses
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+DYNAMIC FACTOR MODELS
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+Heterogeneous INAR(1) model with application to car insurance
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+Q3917379
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+Modelling count data with overdispersion and spatial effects
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+Spectra of some self-exciting and mutually exciting point processes
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+Q5649230
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+A cluster process representation of a self-exciting process
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+Symmetric Measures on Cartesian Products
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+Q3231673
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+Identification of Endogenous Social Effects: The Reflection Problem
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+Some ARMA models for dependent sequences of poisson counts
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+Markov chains and stochastic stability
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+On the first-order bilinear time series model
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+An extension of Davis and Lo's contagion model
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+Discrete analogues of self-decomposability and stability
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