Pages that link to "Item:Q1745614"
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The following pages link to Filtered likelihood for point processes (Q1745614):
Displaying 10 items.
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- Modeling and estimation of multi-source clustering in crime and security data (Q386739) (← links)
- Fluctuation analysis for the loss from default (Q402480) (← links)
- Credit risk and contagion via self-exciting default intensity (Q902175) (← links)
- Filtered likelihood for point processes (Q1745614) (← links)
- Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
- Pricing insurance premia: a top down approach (Q2151652) (← links)
- Infinitely stochastic micro reserving (Q2234749) (← links)
- Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365) (← links)
- LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT (Q5175224) (← links)
