The following pages link to Vladimir Filimonov (Q1660144):
Displaying 6 items.
- The Hawkes process with renewal immigration \& its estimation with an EM algorithm (Q1660145) (← links)
- (Q1673118) (redirect page) (← links)
- A stable and robust calibration scheme of the log-periodic power law model (Q1673119) (← links)
- Modified profile likelihood inference and interval forecast of the burst of financial bubbles (Q4555130) (← links)
- Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data (Q4619496) (← links)
- Coordinate and Time-frequency Support of a Spacecraft Flight by Means of Autonomic Navigation Using Sigma-point Kalman Filter Algorithm (Q5852934) (← links)