Pages that link to "Item:Q421443"
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The following pages link to Markov-modulated Hawkes process with stepwise decay (Q421443):
Displaying 10 items.
- A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
- A Markov modulated dynamic contagion process with application to credit risk (Q2000733) (← links)
- Markov-modulated Hawkes processes for modeling sporadic and bursty event occurrences in social interactions (Q2154225) (← links)
- A switching microstructure model for stock prices (Q2312402) (← links)
- Identifying anomalous signals in GPS data using HMMs: an increased likelihood of earthquakes? (Q2361174) (← links)
- Estimating the earthquake occurrence rates in Corinth Gulf (Greece) through Markovian arrival process modeling (Q5036550) (← links)
- Model Checking for Hidden Markov Models (Q5066756) (← links)
- State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
- Partial self-exciting point processes and their parameter estimations (Q5087967) (← links)
- Inhomogeneous hidden semi-Markov models for incompletely observed point processes (Q6175807) (← links)
