Pages that link to "Item:Q2873033"
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The following pages link to Integer-valued Lévy processes and low latency financial econometrics (Q2873033):
Displaying 23 items.
- Conditional correlation in asset return and GARCH intensity model (Q1621670) (← links)
- Generalized variance functions for infinitely divisible mixture distributions (Q1790547) (← links)
- Skellam and time-changed variants of the generalized fractional counting process (Q2110563) (← links)
- Discrete tempered stable distributions (Q2157412) (← links)
- Logarithmic Lévy process directed by Poisson subordinator (Q2178926) (← links)
- Computing probabilities of integer-valued random variables by recurrence relations (Q2307398) (← links)
- Compositions of Poisson and Gamma processes (Q2360596) (← links)
- Notes on discrete compound Poisson model with applications to risk theory (Q2514632) (← links)
- Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes (Q2922163) (← links)
- Fractional Skellam processes with applications to finance (Q2939445) (← links)
- Likelihood Inference for Exponential-Trawl Processes (Q2956055) (← links)
- Domains of attraction for positive and discrete tempered stable distributions (Q4684924) (← links)
- A parametric time series model with covariates for integers in Z (Q4970984) (← links)
- Integer‐valued asymmetric garch modeling (Q5012864) (← links)
- Modeling price clustering in high-frequency prices (Q5039627) (← links)
- The average of a negative-binomial Lévy process and a class of Lerch distributions (Q5085626) (← links)
- On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators (Q5230210) (← links)
- On the Study of Two Models for Integer-Valued High-Frequency Data (Q5267851) (← links)
- Ambit fields: a stochastic modelling approach (Q5861085) (← links)
- Comments on: Some recent theory for autoregressive count time series (Q5970627) (← links)
- Fractional Skellam process of order \(k\) (Q6556239) (← links)
- Regulating stochastic clocks§ (Q6592292) (← links)
- Dynamic Discrete Mixtures for High-Frequency Prices (Q6620884) (← links)
