The following pages link to A. Yu. Korchagin (Q267622):
Displayed 7 items.
- Modeling high-frequency non-homogeneous order flows by compound Cox processes (Q267623) (← links)
- Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes (Q298830) (← links)
- Statistical detection of movement activities in a human brain by moving separation of mixture distributions (Q341732) (← links)
- On accuracy of long-term risk forecasts by normal variance-mean mixtures decomposition algorithm (Q341733) (← links)
- A note on functional limit theorems for compound Cox processes (Q341802) (← links)
- On the convergence of distributions of statistics constructed from samples of random size to a multivariate generalized variance-gamma distributions (Q498202) (← links)
- Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes (Q892715) (← links)