Pages that link to "Item:Q2752973"
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The following pages link to Asymptotic Properties of Extrema of Compound Cox Processes and Their Applications to Some Problems of Financial Mathematics (Q2752973):
Displaying 9 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)
- Product representations for random variables with Weibull distributions and their applications (Q341734) (← links)
- A note on functional limit theorems for compound Cox processes (Q341802) (← links)
- Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations (Q526970) (← links)
- Max-compound Cox processes. I (Q2314456) (← links)
- Statistical decomposition of volatility (Q2400051) (← links)
- On convergence of random walks generated by compound Cox processes to Lévy processes (Q2435774) (← links)
- Precise large deviations for sums of random variables with consistently varying tails (Q4819438) (← links)
