On the equivalence between the kinetic Ising model and discrete autoregressive processes (Q4992318): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Collective synchronization and high frequency systemic instabilities in financial markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Granger causality in risk and detection of extreme risk spillover between financial markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical properties of stock order books: empirical results and models / rank
 
Normal rank
Property / cites work
 
Property / cites work: STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail Granger causalities and where to find them: extreme risk spillovers vs spurious linkages / rank
 
Normal rank
Property / cites work
 
Property / cites work: Beitrag zur Theorie des Ferromagnetismus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Crises and collective socio-economic phenomena: simple models and challenges / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unveiling the relation between herding and liquidity with trader lead-lag networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Information Theory and Statistical Mechanics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete temporal models of social networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: A discrete autoregressive process as a model for short-range correlations in DNA sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean queue size in a queue with discrete autoregressive arrivals of order \(p\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market / rank
 
Normal rank

Revision as of 22:02, 25 July 2024

scientific article; zbMATH DE number 7356452
Language Label Description Also known as
English
On the equivalence between the kinetic Ising model and discrete autoregressive processes
scientific article; zbMATH DE number 7356452

    Statements

    On the equivalence between the kinetic Ising model and discrete autoregressive processes (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    8 June 2021
    0 references
    kinetic Ising models
    0 references
    exact results
    0 references
    models of financial markets
    0 references
    stochastic processes
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references