Pages that link to "Item:Q298830"

The following pages link to Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes (Q298830):

Displaying 10 items.

• A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications (Q341735) (← links)
• A note on functional limit theorems for compound Cox processes (Q341802) (← links)
• Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations (Q526970) (← links)
• Bounds for convergence rate in laws of large numbers for mixed Poisson random sums (Q826656) (← links)
• On normal variance-mean mixtures as limit laws for statistics with random sample sizes (Q900765) (← links)
• Generalized negative binomial distributions as mixed geometric laws and related limit theorems (Q2010119) (← links)
• Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
• A Correction Note for Price Dynamics in a Markovian Limit Order Market (Q2808182) (← links)
• On convergence of the distributions of random sequences with independent random indexes to variance–mean mixtures (Q3186006) (← links)
• Approximation and comparison of the empirical liquidity cost function for various futures contracts (Q6117560) (← links)