Covariance of the marked process of censored \(\delta\)-shock model (Q5209835)
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scientific article; zbMATH DE number 7156267
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| default for all languages | No label defined |
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| English | Covariance of the marked process of censored \(\delta\)-shock model |
scientific article; zbMATH DE number 7156267 |
Statements
22 January 2020
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filtered Poisson process
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shock model
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covariance
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self-exciting
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0.8128784894943237
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0.7866416573524475
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0.7757494449615479
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0.7614144682884216
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0.7566866278648376
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