Pages that link to "Item:Q3896311"

The following pages link to On Lewis' simulation method for point processes (Q3896311):

Displaying 50 items.

• The Time-Rescaling Theorem and Its Application to Neural Spike Train Data Analysis (Q122872) (← links)
• Structural credit risk modelling with Hawkes jump diffusion processes (Q269364) (← links)
• Locally stationary Hawkes processes (Q271846) (← links)
• Modelling security market events in continuous time: intensity based, multivariate point process models (Q289187) (← links)
• Bayesian inference for Hawkes processes (Q370904) (← links)
• Modeling of contagious credit events and risk analysis of credit portfolios (Q431916) (← links)
• Gang rivalry dynamics via coupled point process networks (Q478278) (← links)
• Nonstationary ETAS models for nonstandard earthquakes (Q484059) (← links)
• Rate estimation in partially observed Markov jump processes with measurement errors (Q746231) (← links)
• Residual analysis methods for space-time point processes with applications to earthquake forecast models in California (Q765997) (← links)
• Space-time inhomogeneous background intensity estimators for semi-parametric space-time self-exciting point process models (Q778876) (← links)
• Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
• The application of linear intensity models to the investigation of causal relations between a point process and another stochastic process (Q1052787) (← links)
• Estimation of interaction potentials of spatial point patterns through the maximum likelihood procedure (Q1161234) (← links)
• Comment on ``A review of self-exciting spatiotemporal point process and their applications'' by Alex Reinhart (Q1630388) (← links)
• Exact simulation of the jump times of a class of piecewise deterministic Markov processes (Q1651346) (← links)
• Mean-field limit of generalized Hawkes processes (Q1679466) (← links)
• Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
• Sequential data assimilation for 1D self-exciting processes with application to urban crime data (Q1796944) (← links)
• Exact and approximate EM estimation of mutually exciting Hawkes processes (Q1943990) (← links)
• A Markov modulated dynamic contagion process with application to credit risk (Q2000733) (← links)
• Valuation of equity-indexed annuities under correlated jump-diffusion processes (Q2029647) (← links)
• Pricing power exchange options with Hawkes jump diffusion processes (Q2031319) (← links)
• Hawkes process and Edgeworth expansion with application to maximum likelihood estimator (Q2046294) (← links)
• A fractional Hawkes process (Q2050302) (← links)
• Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472) (← links)
• Markov-modulated Hawkes processes for modeling sporadic and bursty event occurrences in social interactions (Q2154225) (← links)
• Fractional Hawkes processes (Q2164927) (← links)
• Bankruptcy risk dependence structure using the INAR model comprising macroeconomic indicators applied to stress tests (Q2166070) (← links)
• Truncated Hawkes point process modeling: system theory and system identification (Q2173919) (← links)
• Asian options pricing in Hawkes-type jump-diffusion models (Q2174173) (← links)
• Infinitely stochastic micro reserving (Q2234749) (← links)
• Point processes on directed linear networks (Q2241612) (← links)
• Generalized evolutionary point processes: model specifications and model comparison (Q2241636) (← links)
• Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition (Q2244537) (← links)
• Goodness-of-fit tests and nonparametric adaptive estimation for spike train analysis (Q2251601) (← links)
• Approximate filtering of conditional intensity process for Poisson count data: application to urban crime (Q2291294) (← links)
• A system of interacting neurons with short term synaptic facilitation (Q2302684) (← links)
• Modeling of spike trains in auditory nerves with self-exciting point processes of the von Mises type (Q2419784) (← links)
• Approximate simulation of Hawkes processes (Q2433253) (← links)
• Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
• Hawkes processes in insurance: risk model, application to empirical data and optimal investment (Q2665846) (← links)
• Modelling informative time points: an evolutionary process approach (Q2666050) (← links)
• Construction and simulation of generalized multivariate Hawkes processes (Q2684947) (← links)
• A fractional Hawkes process. II: Further characterization of the process (Q2690922) (← links)
• Probabilistic representations of fragmentation equations (Q2693375) (← links)
• Sparse estimation for generalized exponential marked Hawkes process (Q2694805) (← links)
• Scaling limit for stochastic control problems in population dynamics (Q2701092) (← links)
• Detection of dependence patterns with delay (Q2803441) (← links)
• Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions (Q2968465) (← links)