Covariance of the marked process of censored \(\delta\)-shock model (Q5209835)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Covariance of the marked process of censored -shock model |
scientific article; zbMATH DE number 7156267
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Covariance of the marked process of censored \(\delta\)-shock model |
scientific article; zbMATH DE number 7156267 |
Statements
22 January 2020
0 references
filtered Poisson process
0 references
shock model
0 references
covariance
0 references
self-exciting
0 references
0.8128784894943237
0 references
0.7866416573524475
0 references
0.7757494449615479
0 references
0.7614144682884216
0 references
0.7566866278648376
0 references