Cluster point processes and Poisson thinning INARMA (Q2121089): Difference between revisions

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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
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+Integer-valued moving average (INMA) process
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+Modelling microstructure noise with mutually exciting point processes
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+Some limit theorems for Hawkes processes and application to financial statistics
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+Modelling security market events in continuous time: intensity based, multivariate point process models
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+Estimation in integer-valued moving average models
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+Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
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+Efficient Simulation of Clustering Jumps with CIR Intensity
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+A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK
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+Multivariate Hawkes processes: an application to financial data
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+Spectra of some self-exciting and mutually exciting point processes
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+A cluster process representation of a self-exciting process
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+STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
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+THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
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+Hawkes and INAR(\(\infty\)) processes
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+An estimation procedure for the Hawkes process
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+Some ARMA models for dependent sequences of poisson counts
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+Self-Exciting Point Process Modeling of Crime
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